Kumar Muthuraman

Available identifiers

Publication	Date of Publication	Type
Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio	2020-10-26	Paper
Coordinated Patient Appointment Scheduling for a Multistation Healthcare Network	2020-10-20	Paper
Robust optimization policy benchmarks and modeling errors in natural gas	2016-10-07	Paper
An approximate moving boundary method for American option pricing	2016-07-06	Paper
Inventory Management with Stochastic Lead Times	2015-05-29	Paper
Impulse Control of Interest Rates	2014-12-22	Paper
Solving Impulse-Control Problems with Control Delays	2014-09-29	Paper
BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS	2014-08-11	Paper
Modeling and forecasting mortality rates	2014-04-03	Paper
American Options Under Stochastic Volatility	2012-03-26	Paper
Sequential clinical scheduling with service criteria	2011-08-19	Paper
A Computational Method for Stochastic Impulse Control Problems	2011-04-27	Paper
Pricing American options when asset prices jump	2010-05-07	Paper
A moving boundary approach to American option pricing	2010-01-19	Paper
A Numerical Method for Solving Singular Stochastic Control Problems	2009-07-14	Paper
A computational scheme for optimal investment - consumption with proportional transaction costs	2009-05-18	Paper
Solving Free-boundary Problems with Applications in Finance	2008-10-20	Paper
SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS	2008-05-22	Paper
MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS	2006-09-25	Paper

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