Risk Minimizing Option Pricing in a Semi-Markov Modulated Market. - Mrinal K. Ghosh; Anindya Goswami (SIAM J. Control. Optim., 2009)

Risk-Sensitive Control for the Parallel Server Model. - Rami Atar; Anindya Goswami; Adam Shwartz (SIAM J. Control. Optim., 2013)

Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes. - Milan Kumar Das; Anindya Goswami; Nimit Rana (SIAM J. Control. Optim., 2018)

Compact schemes for variable coefficient convection-diffusion equations. - Anindya Goswami; Kuldip Singh Patel; Pradeep Kumar Sahu (CoRR, 2022)

Domain truncation error analysis for a multidimensional system of PDEs of option prices. - Anindya Goswami; Kuldip Singh Patel (Math. Comput. Simul., 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., 2025)