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A Moving Boundary Approach to...
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A moving boundary approach to American option pricing
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3520-3537
Persistent link: https://www.econbiz.de/10003780964
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2
A computational scheme for optimal investment - consumption with proportional transaction costs
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1132-1159
Persistent link: https://www.econbiz.de/10003443362
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3
Effect of Financing Costs and Constraints on Real Investments: The Case of Inventories
Wu, Qi
;
Muthuraman, Kumar
;
Seshadri, Sridhar
- In:
Production and Operations Management
(
2019
)
Persistent link: https://www.econbiz.de/10012096298
Saved in:
4
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
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5
A load factor based meanvariance analysis for fuel diversification
Gotham, Douglas
;
Muthuraman, Kumar
;
Preckel, Paul V.
; …
- In:
Energy economics
31
(
2009
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10003832245
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6
A computational method for stochastic impulse control problems
Feng, Haolin
;
Muthuraman, Kumar
- In:
Mathematics of operations research
35
(
2010
)
4
,
pp. 830-850
Persistent link: https://www.econbiz.de/10008823135
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7
Pricing American options when asset prices jump
Chockalingam, Arunachalam
;
Muthuraman, Kumar
- In:
Operations research letters
38
(
2010
)
2
,
pp. 82-86
Persistent link: https://www.econbiz.de/10003961602
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8
Inventory management with stochastic lead times
Muthuraman, Kumar
;
Seshadri, Sridhar
;
Wu, Qi
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 302-327
Persistent link: https://www.econbiz.de/10011282709
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9
Replenishment policies for multi-product stochastic inventory systems with correlated demand and joint-replenishment costs
Feng, Haolin
;
Wu, Qi
;
Muthuraman, Kumar
;
Deshpande, Vinayak
- In:
Production and operations management : an international …
24
(
2015
)
4
,
pp. 647-664
Persistent link: https://www.econbiz.de/10011282759
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10
Impulse control of interest rates
Mitchell, Daniel
;
Feng, Haolin
;
Muthuraman, Kumar
- In:
Operations research
62
(
2014
)
3
,
pp. 602-615
Persistent link: https://www.econbiz.de/10010381848
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