×
Author ID: goswami.anindya Recent zbMATH articles by "Goswami, Anindya"
Published as: Goswami, Anindya
Homepage: http://www.iiserpune.ac.in/~anindya/
External Links: MGP · ORCID · ResearchGate
Documents Indexed: 23 Publications since 2006, including 1 Book and 6 Additional arXiv Preprints
Co-Authors: 23 Co-Authors with 20 Joint Publications
284 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 71 times in 50 Documents Cited by Year
Risk minimizing option pricing in a semi-Markov modulated market. Zbl 1193.91155
Ghosh, Mrinal K.; Goswami, Anindya
19
2009
Risk minimizing option pricing for a class of exotic options in a Markov-modulated market. Zbl 1222.91056
Basak, Gopal K.; Ghosh, Mrinal K.; Goswami, Anindya
12
2011
Risk sensitive portfolio optimization in a jump diffusion model with regimes. Zbl 1390.91278
Das, Milan Kumar; Goswami, Anindya; Rana, Nimit
8
2018
A system of non-local parabolic PDE and application to option pricing. Zbl 1347.60084
Goswami, Anindya; Patel, Jeeten; Shevgaonkar, Poorva
6
2016
Risk-sensitive control for the parallel server model. Zbl 1290.60090
Atar, Rami; Goswami, Anindya; Shwartz, Adam
6
2013
Option pricing in a regime switching stochastic volatility model. Zbl 1393.91131
Biswas, Arunangshu; Goswami, Anindya; Overbeck, Ludger
6
2018
Partially observable semi-Markov games with discounted payoff. Zbl 1140.91318
Ghosh, Mrinal K.; Goswami, Anindya
4
2006
Partially observed semi-Markov zero-sum games with average payoff. Zbl 1151.91023
Ghosh, Mrinal K.; Goswami, Anindya
2
2008
Portfolio optimization in a semi-Markov modulated market. Zbl 1187.91199
Ghosh, Mrinal K.; Goswami, Anindya; Kumar, Suresh K.
2
2009
On the risk-sensitive cost for a Markovian multiclass queue with priority. Zbl 1315.60096
Atar, Rami; Goswami, Anindya; Shwartz, Adam
2
2014
Convergence of estimated option price in a regime switching market. Zbl 1414.91373
Goswami, Anindya; Nandan, Sanket
2
2016
Pricing derivatives in a regime switching market with time inhomogenous volatility. Zbl 1401.60164
Das, Milan Kumar; Goswami, Anindya; Patankar, Tanmay S.
2
2018
Risk sensitive portfolio optimization in a jump diffusion model with regimes. Zbl 1390.91278
Das, Milan Kumar; Goswami, Anindya; Rana, Nimit
8
2018
Option pricing in a regime switching stochastic volatility model. Zbl 1393.91131
Biswas, Arunangshu; Goswami, Anindya; Overbeck, Ludger
6
2018
Pricing derivatives in a regime switching market with time inhomogenous volatility. Zbl 1401.60164
Das, Milan Kumar; Goswami, Anindya; Patankar, Tanmay S.
2
2018
A system of non-local parabolic PDE and application to option pricing. Zbl 1347.60084
Goswami, Anindya; Patel, Jeeten; Shevgaonkar, Poorva
6
2016
Convergence of estimated option price in a regime switching market. Zbl 1414.91373
Goswami, Anindya; Nandan, Sanket
2
2016
On the risk-sensitive cost for a Markovian multiclass queue with priority. Zbl 1315.60096
Atar, Rami; Goswami, Anindya; Shwartz, Adam
2
2014
Risk-sensitive control for the parallel server model. Zbl 1290.60090
Atar, Rami; Goswami, Anindya; Shwartz, Adam
6
2013
Risk minimizing option pricing for a class of exotic options in a Markov-modulated market. Zbl 1222.91056
Basak, Gopal K.; Ghosh, Mrinal K.; Goswami, Anindya
12
2011
Risk minimizing option pricing in a semi-Markov modulated market. Zbl 1193.91155
Ghosh, Mrinal K.; Goswami, Anindya
19
2009
Portfolio optimization in a semi-Markov modulated market. Zbl 1187.91199
Ghosh, Mrinal K.; Goswami, Anindya; Kumar, Suresh K.
2
2009
Partially observed semi-Markov zero-sum games with average payoff. Zbl 1151.91023
Ghosh, Mrinal K.; Goswami, Anindya
2
2008
Partially observable semi-Markov games with discounted payoff. Zbl 1140.91318
Ghosh, Mrinal K.; Goswami, Anindya
4
2006

Citations by Year