Amogh Deshpande

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Publications (9)

• Validation of a questionnaire to measure success in financial computing literacy
  MSOR Connections 2019 DOI: 10.21100/msor.v17i3.785
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• Financial computing literacy: 10 steps.
  MSOR Connections 2017 DOI: 10.21100/msor.v16i1.504
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• On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management
  Journal of Applied Probability 2015 DOI: 10.1017/s0021900200113385
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• Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization
  Stochastic Analysis and Applications 2014 DOI: 10.1080/07362994.2014.945038
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• Comparing the Value at Risk Performance of the CreditRisk +  and its Enhancement: A Large Deviations Approach
  Methodology and Computing in Applied Probability 2013 DOI: 10.1007/s11009-013-9345-8
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• Asymptotic Stability of Semi-Markov Modulated Jump Diffusions
  International Journal of Stochastic Analysis 2012 DOI: 10.1155/2012/185474
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• A Simple Novel Approach to Valuing Risky Zero Coupon Bond in a Markov Regime Switching Economy
  Methodology and Computing in Applied Probability 2010 DOI: 10.1007/s11009-010-9190-y
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• The credit risk+ model with general sector correlations
  Central European Journal of Operations Research 2009 DOI: 10.1007/s10100-009-0084-4
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• Risk Minimizing Option Pricing in a Regime Switching Market
  Stochastic Analysis and Applications 2008 DOI: 10.1080/07362990701857194
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