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Classification: MSC-60H15
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2014

Aihara, S.I. and Bagchi, A. and Kumar, S.K. (2014) On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor. Applied Mathematics & Optimization, 70 (3). pp. 511-537. ISSN 0095-4616 *** ISI Impact 1,366 ***

2013

Aihara, S.I. and Bagchi, A. (2013) Parameter identification of stochastic diffusion systems with unknown boundary conditions. Memorandum 2022, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850