A. Deshpande

发表

Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization

A. Deshpande, 2014, 1407.3256.

Asymptotic Stability of Semi-Markov Modulated Jump Diffusions

A. Deshpande, 2012 .

A Simple Novel Approach to Valuing Risky Zero Coupon Bond in a Markov Regime Switching Economy

A. Deshpande, 2011 .

Comparing the Value at Risk Performance of the CreditRisk + and its Enhancement: A Large Deviations Approach

A. Deshpande, 2013, Methodology and Computing in Applied Probability.

Financial computing literacy: 10 steps.

Amogh Deshpande, A. Deshpande, 2017 .

Comparing the Value at Risk Performance of the CreditRisk + and its Enhancement: A Large Deviations Approach

A. Deshpande, 2014 .

Value at Risk Comparison of the CreditRisk+ and the 2-Stage CreditRisk+ Models for a Special Class of Credit Portfolios.

A. Deshpande, 2010 .