Amogh Deshpande

Available identifiers

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

This page was built for person: Amogh Deshpande