Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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