Student Supervision
Ph.D Students Supervised:
1. Bivakar Bose (Joint with Dr. Chandan Pal, January 2022-)
2. Pratim Dey (July 2022-)
3. Arnab Bhabak (July 2018-June 2023) [Thesis Title: Stochastic Control Problems with Probability and Risk-sensitive Criteria]
Btech Projects Supervised:
Girisha Agrawal and Manda Sushanth Reddy (2022-23)
Project Title: Markov Decision Processes with Applications in Finance.
Satyadev Badireddi and Dhoolam Saichandan (2021-22)
Project Title: Stochastic Volatility Models in Finance.
Abhinav R. and Joel Raja Singh (2020-2021)
Project Title: Heavy-tailed Distributions with Applications to Finance.
Mayank Kagliwal and Turkhade Hrushikesh Pramod (2018-2019)
Project Title: Option Pricing and Replication in Presence of Transaction Costs.
5. Ashish Kumar Singh and Banda Santhosh Reddy (2017-2018)
Project Title: Pricing and Hedging of Options in a Markov Modulated Market.
MSc. Projects Supervised:
Kartavya Panthi (2023)
Project Title: Games on Networks.
Shalini S (2023)
Project Title: Topics in Stochastic Processes.
Meetkumar Kantilal Gondha (2022)
Project Title: Insurance Models.
Sumit Kumar (2021)
Project Title: Viscosity Solutions and Optimal Control Problems.
Rohan Sen (2019)
Project Title: Stein's Method and its Applications.
Tushar Das (2019)
Project Title: Game Theory- Analysis of Conflict.