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:

Project Title: Markov Decision Processes with Applications in Finance.

Project Title: Stochastic Volatility Models in Finance.

   Project Title: Heavy-tailed Distributions with Applications to Finance.

   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:

Project Title: Games on Networks.

Project Title: Topics in Stochastic Processes.

Project Title: Insurance Models.

     Project Title: Viscosity Solutions and Optimal Control Problems.

     Project Title: Stein's Method and its Applications.

Project Title: Game Theory- Analysis of Conflict.