Rohini Kumar

Available identifiers

Publication	Date of Publication	Type
Corrigendum to: ``Large deviations for multi-scale jump-diffusion processes	2018-12-10	Paper
Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures	2018-09-18	Paper
Asymptotic Approximation of Optimal Portfolio for Small Time Horizons	2018-08-10	Paper
Large deviations for multi-scale jump-diffusion processes	2017-03-20	Paper
Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps	2017-02-21	Paper
Large deviations for the boundary local time of doubly reflected Brownian motion	2015-04-01	Paper
TASEP with Discontinuous Jump Rates	2013-12-03	Paper
Small-time asymptotics for fast mean-reverting stochastic volatility models	2012-09-19	Paper
Current fluctuations for independent random walks in multiple dimensions	2012-02-13	Paper
Space-Time Current Process for Independent Random Walks in One Dimension	2009-04-27	Paper

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