Goswami Anindya
Assistant Professor
Mathematics
The Indian Institutes of Science Education and Research
India
Biography
Assistant Professor, Dept. of Mathematics, IISER-Pune.
Research Interest
Stochastic Control, Mathematical Finance
Publications
-
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
-
Asset Pricing in a Semi-Markov Modulated Market with Time-dependent Volatility.TS Patankar. arXiv preprint arXiv:1609.04907
-
Pricing Derivatives in a Regime Switching Market with Time Inhomogeneous Volatility. MK Das, A Goswami, TS Patankar. arXiv preprint arXiv:1611.02026
