Milan Kumar Das

Employment

Employment history is unavailable.

Education

• Indian Institute of Science Education Research Pune Ph.D
  2013 - 2018

Projects & Funding

Projects & funding information is unavailable.

Publications (5)

• Inference of Binary Regime Models with Jump Discontinuities
  Sankhya B 2022 DOI: 10.1007/s13571-022-00277-2
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• Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions
  Operations Research 2022 DOI: 10.1287/opre.2021.2257
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• Testing of binary regime switching models using squeeze duration analysis
  International Journal of Financial Engineering 2019 DOI: 10.1142/s2424786319500063
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• Pricing derivatives in a regime switching market with time inhomogenous volatility
  Stochastic Analysis and Applications 2018 DOI: 10.1080/07362994.2018.1448996
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• Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes
  SIAM Journal on Control and Optimization 2018 DOI: 10.1137/17m1121809
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