Amogh Deshpande

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
Game-theoretic approach to risk-sensitive benchmarked asset management Risk and Decision Analysis	2019-03-12	Paper
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management Journal of Applied Probability	2015-10-30	Paper
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management Journal of Applied Probability	2015-10-30	Paper
Comparing the value at risk performance of the CreditRisk\(^+\) and its enhancement: a large deviations approach Methodology and Computing in Applied Probability	2015-01-28	Paper
Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization Stochastic Analysis and Applications	2015-01-09	Paper
Asymptotic stability of semi-Markov modulated jump diffusions International Journal of Stochastic Analysis	2012-09-06	Paper
A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy Methodology and Computing in Applied Probability	2012-06-20	Paper
The credit risk\(^{+}\) model with general sector correlations CEJOR. Central European Journal of Operations Research	2011-02-08	Paper
Risk Minimizing Option Pricing in a Regime Switching Market Stochastic Analysis and Applications	2008-04-29	Paper

Research outcomes over time

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