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

Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. - Milan Kumar Das; Henghsiu Tsai; Ioannis Kyriakou; Gianluca Fusai (Oper. Res., 2022)