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Number of items: 6.

Journal Article

Basak, Gopal K and Ghosh, Mrinal K and Goswami, Anindya (2011) Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market. In: Stochastic Analysis and Applications, 29 (2). pp. 259-281.

Ghosh, Mrinal K and Goswami, Anindya and Kumar, Suresh K (2009) Portfolio Optimization in a Semi-Markov Modulated Market. In: Applied Mathematics and Optimization, 60 (2). pp. 275-296.

Ghosh, Mrinal K and Goswami, Anindya (2009) Risk Minimizing Option Pricing in a Semi-Markov Modulated Market. In: SIAM Journal on Control and Optimization, 48 (3). pp. 1519-1541.

Ghosh, Mrinal K and Goswami, Anindya (2008) Partially observed semi-Markov zero-sum games with average payoff. In: Journal of Mathematical Analysis and Applications, 345 (1). pp. 26-39.

Ghosh, Mrinal K and Goswami, Anindya (2006) Partially observable semi-Markov games with discounted payoff. In: Stochastic Analysis and Applications, 24 (5). 1035- 1059.

Ghosh, Mrinal K and Goswami, Anindya (2004) Semi-Markov decision processes with partial observation. In: Bulletin of Kerala Mathematics Association, 1 (2). pp. 148-168.

This list was generated on Fri Dec 19 10:03:53 2014 IST.