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Dr K Suresh Kumar

vidwan id: 51666
Male

Professor, Department of Mathematics
Indian Institute of Technology Bombay

Expertise

  • Mathematics

Publications

Total Articles 3
Books 0
Proceedings 0

Publications

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Scopus

Citations 7
h-index 2

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Citations 6
h-index 2
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Professional Recognition

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Bio

Risk-sensitive control theory, Stochastic control, Mathematical finance

Personal Details

  • Male
  • Professor , Indian Institute of Technology Bombay
  • Indian Institute of Technology Bombay, Powai
Ph.D
Other Institute 1998
Professor Jan 2012 – Present
Indian Institute of Technology Bombay | Department of Mathematics

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Co-Authors (3)

Anindya

Dr Anindya Goswami

Indian Institute of Science Education and Research(IISER), Pune

Mayank

Dr Mayank Goel

Birla Institute of Technology and Science

Mrinal K.

Prof Mrinal K. Ghosh

Indian Institute of Science Bangalore

Scholarly Work

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Scholarly Publications

On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor

Open Access
Article

Portfolio optimization in a semi-markov modulated market

Open Access
Article

A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate

Open Access
Article