Dr Anindya Goswami
vidwan id: 94850
Associate Professor, Mathematics
Indian Institute of Science Education and Research(IISER), Pune
Expertise
- Mathematics
Publications
Publications
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Scopus
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7
CrossRef
Citations
129
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7
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Bio
Stochastic Control, Mathematical Finance, Machine learning model of derivative pricing
Personal Details
- Male
- Associate Professor , Indian Institute of Science Education and Research(IISER), Pune
- Indian Institute of Science Education and Research, Pune
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Co-Authors (4)
Indian Statistical Institute, Kolkata
Indian Institute of Science Bangalore
N/A
Indian Institute of Technology Bombay
Scholarly Work
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Scholarly Publications
Risk minimizing option pricing for a class of exotic options in a Markov-modulated market
Open AccessRisk minimizing option pricing in a semi-markov modulated market
Open Access
10.1137/080716839
28
28