Anindya Goswami

Identifiers

• name variant Anindya Goswami 0.60 · backfill

Papers (4)

1. Convergence of Estimated Option Price in a Regime switching Market q-fin.PR · 2015 · author #1
2. A system of non-local parabolic PDE and application to option pricing math.AP · 2015 · author #1
3. Marginalization for rare event simulation in switching diffusions math.PR · 2014 · author #1
4. The optimal hedging in a semi-Markov modulated market q-fin.MF · 2014 · author #1

Mentions

• 1506.03621 #1 · backfill · confidence 0.70 Anindya Goswami
• 1506.01467 #1 · backfill · confidence 0.70 Anindya Goswami
• 1412.5752 #1 · backfill · confidence 0.70 Anindya Goswami
• 1408.5266 #1 · backfill · confidence 0.70 Anindya Goswami

Frequent Coauthors

• Jeeten Patel 2 shared papers
• Fran\c{c}ois Le Gland 1 shared papers
• Poorva Sevgaonkar 1 shared papers
• Poorva Shevgaonkar 1 shared papers
• Sanket Nandan 1 shared papers