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researcher

Anindya Goswami

19 papers hereh-index 9241 citations41 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author13
  • middle author4
  • last author2

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • q-fin.CP4
  • q-fin.PR4
  • q-fin.MF3
  • math.PR2
  • q-fin.ST2
  • math.AP1
same name
  • Anindya Goswami — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20142024
most citedOption Pricing in a Regime Switching Stochastic Volatility Model

22 citations · 64 across the 18 of their papers we have counts for

collaborators
Showing math.APShow all

1 paper · 1 filter

math.AP2015★ 10 cited

A system of non-local parabolic PDE and application to option pricing

Anindya Goswami, Jeeten Patel, Poorva Shevgaonkar

This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of degenerate non-local parabolic PDE which naturally arises in the study of d…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.