Amogh Deshpande

According to our database1, Amogh Deshpande authored at least 3 papers between 2009 and 2015.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2015
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management.
J. Applied Probability, 2015

2014
Game-theoretic approach to risk-sensitive benchmarked asset management.
Risk and Decision Analysis, 2014

2009
The credit risk+ model with general sector correlations.
CEJOR, 2009


  Loading...