Anindya Goswami

Available identifiers

zbMath Open goswami.anindyaWikidataQ102344349 ScholiaQ102344349MaRDI QIDQ743086

List of research outcomes

Publication	Date of Publication	Type
Regime recovery using implied volatility in Markov modulated market model	2024-07-29	Paper
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	2024-04-18	Paper
Semimartingale representation of a class of semi-Markov dynamics	2024-04-02	Paper
Inference of binary regime models with jump discontinuities	2023-06-30	Paper
Regime switching optimal growth model with risk sensitive preferences	2022-08-12	Paper
On Merging of Stochastic Flow of Semi-Markov Dynamics	2022-01-15	Paper
Option Pricing in a Regime Switching Jump Diffusion Model	2018-11-27	Paper
Pricing derivatives in a regime switching market with time inhomogenous volatility	2018-10-09	Paper
Option pricing in a regime switching stochastic volatility model	2018-06-20	Paper
Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes	2018-04-25	Paper
Convergence of estimated option price in a regime switching market	2016-12-13	Paper
A system of non-local parabolic PDE and application to option pricing	2016-09-26	Paper
Marginalization for rare event simulation in switching diffusions	2014-12-18	Paper
On the risk-sensitive cost for a Markovian multiclass queue with priority	2014-09-22	Paper
Risk-Sensitive Control for the Parallel Server Model	2014-04-11	Paper
Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market	2011-04-19	Paper
Risk Minimizing Option Pricing in a Semi-Markov Modulated Market	2010-06-10	Paper
Portfolio optimization in a semi-Markov modulated market	2010-01-18	Paper
Partially observed semi-Markov zero-sum games with average payoff	2008-06-24	Paper
Partially Observable Semi-Markov Games with Discounted Payoff	2007-02-15	Paper
A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs	N/A	Paper

Research outcomes over time

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