Goswami Anindya
Assistant Professor
Mathematics
Indian Institute of Science Education and Research, Pune
India
Biography
He is presently working as an Assistant Professor in the Department of Mathematics, IISER, Pune, India.
Research Interest
Stochastic Control, Mathematical Finance
Publications
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A system of non-local parabolic PDE and application to option pricing A Goswami, J Patel, P Sevgaonkar Stoch. Anal. Appl. 34 (5), 893-905
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Asset Pricing in a Semi-Markov Modulated Market with Time-dependent Volatility TS Patankar arXiv preprint arXiv:1609.04907
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Pricing Derivatives in a Regime Switching Market with Time Inhomogeneous Volatility MK Das, A Goswami, TS Patankar arXiv preprint arXiv:1611.02026
