Advisor

Sort by: Order: Results:

  • Portfolio Optimization & Option Pricing in a Component-wise Semi-Markov Modulated Market 
    DAS, MILAN KUMAR (Dept. of Mathematics, 2018-09)
    This thesis studies three problems of mathematical finance. We address the appropriateness of the use of semi-Markov regime switching geometric Brownian motion (GBM) to model risky assets using a statistical technique. ...
  • A study of Component-Wise Semi-Markov Process 
    YADAV, RAVISHANKAR KAPILDEV (2023-04)
    Component-wise semi-Markov processes (CSM) constitute a larger class of pure jump processes which includes semi-Markov, and Markov pure jump processes. This thesis examines semi-Markov as well as CSM processes with dependent ...

Search Repository


Advanced Search

Browse

My Account