Amogh Deshpande

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

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2015

On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management.

[BibT_eX]

[DOI]

J. Appl. Probab., 2015

2014

Game-theoretic approach to risk-sensitive benchmarked asset management.

[BibT_eX]

[DOI]

Risk Decis. Anal., 2014

2009

The credit risk<sup>+</sup> model with general sector correlations.

[BibT_eX]

[DOI]

Central Eur. J. Oper. Res., 2009