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An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data
Iyer, Srikanth, (2013)
On the role of F\"ollmer-Schweizer minimal martingale measure in Risk Sensitive control Asset Management
Deshpande, Amogh, (2014)
Game-theoretic approach to risk-sensitive benchmarked asset management
Deshpande, Amogh, (2015)