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Rohini Kumar

Identifiers

  • name variant Rohini Kumar 0.60 · backfill

Papers (10)

  1. Risk-indifference Pricing of American-style Contingent Claims q-fin.PR · 2024 · author #1
  2. Integrated analysis of the urban water-electricity demand nexus in the Midwestern United States cs.LG · 2019 · author #2
  3. Asymptotic approximation of optimal portfolio for small time horizons math.PR · 2016 · author #1
  4. Large deviations for multi-scale jump-diffusion processes math.PR · 2015 · author #1
  5. Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures q-fin.MF · 2015 · author #1
  6. Large deviations for the boundary local time of doubly reflected Brownian Motion math.PR · 2014 · author #2
  7. Small-time asymptotics for fast mean-reverting stochastic volatility models q-fin.PR · 2010 · author #3
  8. Current fluctuations for independent random walks in multiple dimensions math.PR · 2010 · author #1
  9. TASEP with Discontinuous Jump Rates math.PR · 2010 · author #2
  10. Space-Time Current Process for Independent Random Walks in One Dimension math.PR · 2008 · author #1

Mentions

  • 1009.2782 #3 · backfill · confidence 0.70 Rohini Kumar
  • 1009.2732 #1 · backfill · confidence 0.70 Rohini Kumar
  • 1003.3218 #2 · backfill · confidence 0.70 Rohini Kumar
  • 0807.3313 #1 · backfill · confidence 0.70 Rohini Kumar

Frequent Coauthors