Milan Kumar Das
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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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