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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Browsing by Subject Stochastic process
Showing results 1 to 5 of 5
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 28-Aug-2012 | Analysis of partially observed asymmetric zero-sum stochastic games | - | Basu, Arnab | ||||
| 2015 | Calculation of optimum VaR based on different stochastic volatility models | - | Rajendra, Patel Nikhil ; Das, Samyaraj | 9p. | |||
| 2017 | First passage time probabilities for pearson diffusion process with application to options | - | Patra, Saswat ; Bhattacharyya, Malay | ||||
| 2013 | Investment growth options: A simple model of endogenous stochastic volatility | - | Murthy, Shashidhar | ||||
| 3-Dec-2013 | Stochastic persistence | - | Basu, Arnab |