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Number of items: 8.

Ghosh, MK and Suresh Kumar, K and Pal, C and Pradhan, S (2020) Nonzero-sum risk-sensitive stochastic differential games with discounted costs. In: Stochastic Analysis and Applications, 39 (2). pp. 306-326.

Ghosh, MK and Pradhan, S (2020) Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain. In: Stochastic Analysis and Applications, 39 (05). pp. 819-841.

Biswas, S and Ghosh, MK and Mukherjee, D (2020) Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle. In: Stochastic Analysis and Applications . (In Press)

Biswas, S and Ghosh, MK and Mukherjee, D (2020) Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle. In: Stochastic Analysis and Applications . (In Press)

Basak, Gopal K and Ghosh, Mrinal K and Goswami, Anindya (2011) Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market. In: Stochastic Analysis and Applications, 29 (2). pp. 259-281.

Deshpande, Amogh and Ghosh, Mrinal K (2008) Risk Minimizing Option Pricing in a Regime Switching Market. In: Stochastic Analysis and Applications, 26 (2). 313 -324.

Basu, Arnab and Ghosh, Mrinal K (2007) Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization. In: Stochastic Analysis and Applications, 25 (4). pp. 845-867.

Ghosh, Mrinal K and Goswami, Anindya (2006) Partially observable semi-Markov games with discounted payoff. In: Stochastic Analysis and Applications, 24 (5). 1035- 1059.

This list was generated on Thu Apr 18 16:38:21 2024 IST.