Indrajit Bardhan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Diffusion Limits for Open Networks of Finite-Buffer Queues Probability in the Engineering and Informational Sciences	2006-08-30	Paper
Analysis of incomplete stock market with jump-diffusion uncertainty Journal of Systems Science and Complexity	2002-01-01	Paper
On martingale measures when asset returns have unpredictable jumps Stochastic Processes and their Applications	1997-08-07	Paper
Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty Journal of Economic Dynamics and Control	1997-02-27	Paper
Consumption and investment under constraints Journal of Economic Dynamics and Control	1997-02-27	Paper
Further applications of a general rate conservation law Stochastic Processes and their Applications	1996-09-08	Paper
Martingale Analysis for Assets with Discontinuous Returns Mathematics of Operations Research	1995-08-31	Paper
Synthetic replication of American contingent claims when portfolios are constrained Stochastic Processes and their Applications	1995-05-23	Paper
Stationary regimes for inventory processes Stochastic Processes and their Applications	1995-05-23	Paper
Consumption and investment under constraints Journal of Economic Dynamics and Control	1994-08-10	Paper
Pricing options on securities with discontinuous returns Stochastic Processes and their Applications	1994-07-07	Paper
Diffusion approximations for \(GI/M/s\) queues with service interruptions Operations Research Letters	1993-11-01	Paper

Research outcomes over time

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