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.