Affiliation:
1. IISER Pune, Pune, India
2. IIT Guwahati, Guwahati, India
Funder
Council of Scientific and Industrial Research, India
German Academic Exchange Service New Delhi
National Board for Higher Mathematics
Science and Engineering Research Board
Reference15 articles.
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3. Pricing derivatives in a regime switching market with time inhomogenous volatility
4. Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes