Details about Anindya Goswami

Access statistics for papers by Anindya Goswami.

Last updated 2017-03-31. Update your information in the RePEc Author Service.

Short-id: pgo772

Working Papers

2018

1. Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes
   Papers, arXiv.org View citations (9)

2016

2. A system of non-local parabolic PDE and application to option pricing
   Papers, arXiv.org View citations (10)
3. Convergence of Estimated Option Price in a Regime switching Market
   Papers, arXiv.org View citations (5)
4. Pricing Derivatives in a Regime Switching Market with Time Inhomogeneous Volatility
   Papers, arXiv.org View citations (5)

2014

5. The optimal hedging in a semi-Markov modulated market
   Papers, arXiv.org

Journal Articles

2014

1. Volterra equation for pricing and hedging in a regime switching market
   Cogent Economics & Finance, 2014, 2, (1), 1-11 View citations (2)