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Ghosh, Mrinal K.
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Basu, Arnab
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Asymptotic analysis of option pricing in a Markov modulated market
Basu, Arnab
;
Ghosh, Mrinal K.
- In:
Operations research letters
37
(
2009
)
6
,
pp. 415-419
Persistent link: https://www.econbiz.de/10003905576
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2
Pricing credit derivatives in a Markov-modulated reduced-form model
Banerjee, Tamal
;
Ghosh, Mrinal K.
;
Iyer, Srikanth K.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-43
Persistent link: https://www.econbiz.de/10009779788
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3
Nonzero-sum risk-sensitive stochastic games on a countable state space
Basu, Arnab
;
Ghosh, Mrinal K.
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 516-532
Persistent link: https://www.econbiz.de/10011868616
Saved in:
4
MCMC convergence for global-local shrinkage priors
Khare, Kshitij
;
Ghosh, Malay
- In:
Journal of quantitative economics
20
(
2022
),
pp. 211-234
Persistent link: https://www.econbiz.de/10013441626
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