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Group by: Official Date | Item Type | Funder | No Grouping
Number of items: 4.

Deshpande , Amogh (2015) On the role of Follmer-Schweizer minimal martingale measure in risk sensitive control asset management. Journal of Applied Probability, 52 (3). pp. 703-717. ISSN 0021-9002.

Deshpande , Amogh (2014) Sufficient stochastic maximum principle for the optimal control of semi-Markov modulated jump-diffusion with application to financial optimization. Stochastic Analysis and Applications, Volume 32 (Number 6). pp. 911-933. doi:10.1080/07362994.2014.945038 ISSN 1532-9356.

Deshpande , Amogh (2014) Topics in risk-sensitive stochastic control. PhD thesis, University of Warwick.

Deshpande, Amogh and Jacka, Saul D. (2014) Game-theoretic approach to risk-sensitive benchmarked asset management. Risk and Decision Analysis, 5 (4). pp. 163-176. doi:10.3233/RDA-140108 ISSN 1569-7371.

This list was generated on Sat Apr 1 08:13:11 2023 BST.
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