The credit risk+ model with general sector correlations. - Amogh Deshpande; Srikanth K. Iyer (Central Eur. J. Oper. Res., 2009)

Game-theoretic approach to risk-sensitive benchmarked asset management. - Amogh Deshpande; Saul Jacka (Risk Decis. Anal., 2014)

On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management. - Amogh Deshpande (J. Appl. Probab., 2015)