Author:
Goswami Anindya,Nandan Sanket
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Reference11 articles.
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4. M. K. Ghosh and A. Goswami, Risk minimizing option pricing in a semi-Markov modulated market, SIAM J. Control Optim., 48 (2009), 1519–1541.
5. A. Goswami, J. Patel and P. Shevgaonkar, A system of non-local parabolic PDE and application to option pricing, Stoch. Ann. App., (to appear).
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