Anindya Goswami

According to our database, Anindya Goswami authored at least 6 papers between 2009 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs.

Anindya Goswami, Kuldip Singh Patel, Pradeep Kumar Sahu

Comput. Appl. Math., July, 2025

Domain truncation error analysis for a multidimensional system of PDEs of option prices.

Anindya Goswami, Kuldip Singh Patel

Math. Comput. Simul., 2025

2022

Compact schemes for variable coefficient convection-diffusion equations.

Anindya Goswami, Kuldip Singh Patel, Pradeep Kumar Sahu

CoRR, 2022

2018

Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes.

Milan Kumar Das, Anindya Goswami, Nimit Rana

SIAM J. Control. Optim., 2018

2013

Risk-Sensitive Control for the Parallel Server Model.

Rami Atar, Anindya Goswami, Adam Shwartz

SIAM J. Control. Optim., 2013

2009

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market.

Mrinal K. Ghosh, Anindya Goswami

SIAM J. Control. Optim., 2009