Milan Kumar Das
From MaRDI portal
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 |
|---|---|---|
| Inference of binary regime models with jump discontinuities Sankhyā. Series B | 2023-06-30 | Paper |
| Technical note -- On matrix exponential differentiation with application to weighted sum distributions Operations Research | 2022-09-19 | Paper |
| Pricing derivatives in a regime switching market with time inhomogenous volatility Stochastic Analysis and Applications | 2018-10-09 | Paper |
| Risk sensitive portfolio optimization in a jump diffusion model with regimes SIAM Journal on Control and Optimization | 2018-04-25 | Paper |
Research outcomes over time
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