Milan Kumar Das

Milan Kumar Das

MIT World Peace University Pune - Pune / India
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5166485
डॉ. विश्वनाथ कराड एम.आय.टी. विश्वशांती विद्यापीठ
person_outline Milan Kumar Das's MOST POPULAR ARTICLES
1-) Risk sensitive portfolio optimization in a jump diffusion model with regimesMK Das, A Goswami, N RanaSIAM Journal on Control and Optimization 56 (2), 1550-1576, 2018182018
2-) Pricing derivatives in a regime switching market with time inhomogenous volatilityMK Das, A Goswami, TS PatankarStochastic Analysis and Applications 36 (4), 700-725, 2018122018
3-) Inference of Binary Regime Models with Jump DiscontinuitiesMK Das, A Goswami, S RajaniarXiv preprint arXiv:1910.10606, 201932019
4-) Testing of binary regime switching models using squeeze duration analysisMK Das, A GoswamiInternational Journal of Financial Engineering 6 (01), 1950006, 201932019
5-) On Matrix Exponential Differentiation with Application to Weighted Sum DistributionsMK Das, H Tsai, I Kyriakou, G FusaiOperations Research 70 (4), 1984-1995, 202212022