Milan Kumar Das

According to our database, Milan Kumar Das authored at least 2 papers between 2018 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions.

Milan Kumar Das, Henghsiu Tsai, Ioannis Kyriakou, Gianluca Fusai

Oper. Res., 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