Anindya Goswami

Publication Activity (10 Years)

Years Active: 2009-2022
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Diffusion Processes

Expected Utility

Top Venues

SIAM J. Control. Optim.

Publications

Anindya Goswami, Kuldip Singh Patel, Pradeep Kumar Sahu
Compact schemes for variable coefficient convection-diffusion equations. CoRR (2022)
Milan Kumar Das, Anindya Goswami, Nimit Rana
Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes. SIAM J. Control. Optim. 56 (2) (2018)
Rami Atar, Anindya Goswami, Adam Shwartz
Risk-Sensitive Control for the Parallel Server Model. SIAM J. Control. Optim. 51 (6) (2013)
Mrinal K. Ghosh, Anindya Goswami
Risk Minimizing Option Pricing in a Semi-Markov Modulated Market. SIAM J. Control. Optim. 48 (3) (2009)