Arun Chockalingam
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Buyer-backed purchase-order financing for SME supplier with uncertain yield European Journal of Operational Research | 2023-07-04 | Paper |
| Valuing switching options with the moving-boundary method Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
| The implication of missing the optimal-exercise time of an American option European Journal of Operational Research | 2016-10-06 | Paper |
| An approximate moving boundary method for American option pricing European Journal of Operational Research | 2016-07-06 | Paper |
| American options under stochastic volatility Operations Research | 2012-03-26 | Paper |
| Pricing American options when asset prices jump Operations Research Letters | 2010-05-07 | Paper |
Research outcomes over time
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