Anindya Goswami

Anindya Goswami

Indian Institute of Science Education and Research Pune - Pune / India
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4748699
भारतीय विज्ञान शिक्षण आणि संशोधन संस्था, पुणे
person_outline Anindya Goswami's MOST POPULAR ARTICLES
1-) Risk minimizing option pricing in a semi-Markov modulated marketMK Ghosh, A GoswamiSIAM Journal on control and Optimization 48 (3), 1519-1541, 2009472009
2-) Risk minimizing option pricing for a class of exotic options in a Markov-modulated marketGK Basak, MK Ghosh, A GoswamiStochastic Analysis and Applications 29 (2), 259-281, 2011372011
3-) Option Pricing in a Regime Switching Stochastic Volatility ModelA Biswas, A Goswami, L OverbeckStatistics & Probability Letters 138, 116-126, 2018192018
4-) Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with RegimesMK Das, A Goswami, N RanaSIAM J. Control Optim. 56 (2), 1550–1576, 2018192018
5-) A system of non-local parabolic PDE and application to option pricingA Goswami, J Patel, P SevgaonkarStoch. Anal. Appl. 34 (5), 893-905, 201617*2016