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Results 1-10 of 17 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
Jul-2018
Option pricing in a regime switching stochastic volatility model
Biswas, Arunangshu
;
GOSWAMI, ANINDYA
;
Overbeck, Ludger
;
Dept. of Mathematics
Mar-2018
Pricing derivatives in a regime switching market with time inhomogenous volatility
DAS, MILAN KUMAR
;
GOSWAMI, ANINDYA
;
PATANKAR, TANMAY
;
Dept. of Mathematics
Jun-2016
Convergence of estimated option price in a regime switching market
GOSWAMI, ANINDYA
;
Nandan, Sanket
;
Dept. of Mathematics
Dec-2013
Risk-Sensitive Control for the Parallel Server Model
Atar, Rami
;
GOSWAMI, ANINDYA
;
Shwartz, Adam
;
Dept. of Mathematics
Jul-2016
A system of non-local parabolic PDE and application to option pricing
GOSWAMI, ANINDYA
;
Patel, Jeeten
;
Shevgaonkar, Poorva
;
Dept. of Mathematics
Apr-2018
Risk sensitive portfolio optimization in a jump diffusion model with regimes
DAS, MILAN KUMAR
;
GOSWAMI, ANINDYA
;
Rana, Nimit
;
Dept. of Mathematics
Mar-2019
Testing of binary regime switching models using squeeze duration analysis
DAS, MILAN KUMAR
;
GOSWAMI, ANINDYA
;
Dept. of Mathematics
Feb-2011
Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market
Basak, Gopal K.
;
Ghosh, Mrinal K.
;
GOSWAMI, ANINDYA
;
Dept. of Mathematics
2021
Data-driven option pricing using single and multi-asset supervised learning
GOSWAMI, ANINDYA
;
Rajani, Sharan
;
TANKSALE, ATHARVA
;
Dept. of Mathematics
Aug-2022
Regime switching optimal growth model with risk sensitive preferences
GOSWAMI, ANINDYA
;
Rana, Nimit
;
Siu,Tak Kuen
;
Dept. of Mathematics
Discover
Author
3
DAS, MILAN KUMAR
2
Atar, Rami
2
Overbeck, Ludger
2
Rajani, Sharan
2
Rana, Nimit
2
Shwartz, Adam
2
YADAV, RAVISHANKAR KAPILDEV
1
Basak, Gopal K.
1
Biswas, Arunangshu
1
CHATTERJEE, BIHAN
.
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Subject
3
2018
3
Non-local parabolic PDE
3
Option pricing
3
Semi-Markov processes
3
Volterra integral equation
2
2014
2
2016
2
2022
2
2024
2
locally risk minimizing pricing
.
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Date issued
7
2020 - 2024
10
2011 - 2019