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Number of items: 5.

Journal Article

Basu, Arnab and Ghosh, Mrinal Kanti (2014) Zero-sum risk-sensitive stochastic games on a countable state space. In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 124 (1). pp. 961-983.

Basu, Arnab and Ghosh, Mrinal K (2012) Zero-Sum Risk-Sensitive Stochastic Differential Games. In: MATHEMATICS OF OPERATIONS RESEARCH, 37 (3). pp. 437-449.

Basu, Arnab and Ghosh, Mrinal K (2009) Asymptotic analysis of option pricing in a Markov modulated market. In: Operations Research Letters, 37 (6). pp. 415-419.

Basu, Arnab and Bhattacharyya, Tirthankar and Borkar, Vivek S (2008) A Learning Algorithm for Risk-Sensitive Cost. In: Mathematics of Operations Research, 33 (4). pp. 880-898.

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.

This list was generated on Sun Nov 23 20:41:18 2014 IST.