The following pages link to Milan Kumar Das (Q4637644):
Displaying 4 items.
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
