The following pages link to Anindya Goswami (Q743086):
Displaying 17 items.
- On the risk-sensitive cost for a Markovian multiclass queue with priority (Q743087) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Partially observed semi-Markov zero-sum games with average payoff (Q930973) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Partially Observable Semi-Markov Games with Discounted Payoff (Q3423725) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
- 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)
- Risk-Sensitive Control for the Parallel Server Model (Q5408796) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Semimartingale representation of a class of semi-Markov dynamics (Q6204790) (← links)
- A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs (Q6506535) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
