1. Digital Repository at Indian Institute of Science Education and Research Pune

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Results 1-10 of 17 (Search time: 0.002 seconds).
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Issue DateTitleAuthor(s)
Jul-2018Option pricing in a regime switching stochastic volatility modelBiswas, Arunangshu; GOSWAMI, ANINDYA; Overbeck, Ludger; Dept. of Mathematics
Mar-2018Pricing derivatives in a regime switching market with time inhomogenous volatilityDAS, MILAN KUMAR; GOSWAMI, ANINDYA; PATANKAR, TANMAY; Dept. of Mathematics
Jun-2016Convergence of estimated option price in a regime switching marketGOSWAMI, ANINDYA; Nandan, Sanket; Dept. of Mathematics
Dec-2013Risk-Sensitive Control for the Parallel Server ModelAtar, Rami; GOSWAMI, ANINDYA; Shwartz, Adam; Dept. of Mathematics
Jul-2016A system of non-local parabolic PDE and application to option pricingGOSWAMI, ANINDYA; Patel, Jeeten; Shevgaonkar, Poorva; Dept. of Mathematics
Apr-2018Risk sensitive portfolio optimization in a jump diffusion model with regimesDAS, MILAN KUMAR; GOSWAMI, ANINDYA; Rana, Nimit; Dept. of Mathematics
Mar-2019Testing of binary regime switching models using squeeze duration analysisDAS, MILAN KUMAR; GOSWAMI, ANINDYA; Dept. of Mathematics
Feb-2011Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated MarketBasak, Gopal K.; Ghosh, Mrinal K.; GOSWAMI, ANINDYA; Dept. of Mathematics
2021Data-driven option pricing using single and multi-asset supervised learningGOSWAMI, ANINDYA; Rajani, Sharan; TANKSALE, ATHARVA; Dept. of Mathematics
Aug-2022Regime switching optimal growth model with risk sensitive preferencesGOSWAMI, ANINDYA; Rana, Nimit; Siu,Tak Kuen; Dept. of Mathematics

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