Rohini Kumar

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
Corrigendum to: ``Large deviations for multi-scale jump-diffusion processes Stochastic Processes and their Applications	2018-12-10	Paper
Effect of volatility clustering on indifference pricing of options by convex risk measures Applied Mathematical Finance	2018-09-18	Paper
Asymptotic approximation of optimal portfolio for small time horizons SIAM Journal on Financial Mathematics	2018-08-10	Paper
Large deviations for multi-scale jump-diffusion processes Stochastic Processes and their Applications	2017-03-20	Paper
Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps The Annals of Applied Probability	2017-02-21	Paper
Large deviations for the boundary local time of doubly reflected Brownian motion Statistics & Probability Letters	2015-04-01	Paper
An interacting gauge field theoretic model for Hodge theory: basic canonical brackets Communications in Theoretical Physics	2014-08-18	Paper
TASEP with discontinuous jump rates ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-03	Paper
Small-time asymptotics for fast mean-reverting stochastic volatility models The Annals of Applied Probability	2012-09-19	Paper
Current fluctuations for independent random walks in multiple dimensions Journal of Theoretical Probability	2012-02-13	Paper
Space-Time Current Process for Independent Random Walks in One Dimension	2009-04-27	Paper

Research outcomes over time

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