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Search: person:"Chellathurai, Thamayanthi"
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Chellathurai, Thamayanthi
5
Draviam, Thangaraj
3
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International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Journal of Economic Dynamics and Control
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ECONIS (ZBW)
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1
Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
Saved in:
2
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
3
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
Chellathurai, Thamayanthi
;
Draviam, Thangaraj
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2168-2195
Persistent link: https://www.econbiz.de/10003485001
Saved in:
4
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
Chellathurai, Thamayanthi
;
Draviam, Thangaraj
- In:
Journal of Economic Dynamics and Control
31
(
2007
)
7
,
pp. 2168-2195
Persistent link: https://www.econbiz.de/10005205230
Saved in:
5
Dynamic portfolio selection with fixed and-or proportional transaction costs using non-singular stochastic optimal control theory
Chellathurai, Thamayanthi
;
Draviam, Thangaraj
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2168-2195
Persistent link: https://www.econbiz.de/10007738986
Saved in:
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