Kumar Muthuraman

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
Portfolio construction by mitigating error amplification: the bounded-noise portfolio Operations Research	2020-10-26	Paper
Coordinated Patient Appointment Scheduling for a Multistation Healthcare Network Operations Research	2020-10-20	Paper
Robust optimization policy benchmarks and modeling errors in natural gas European Journal of Operational Research	2016-10-07	Paper
An approximate moving boundary method for American option pricing European Journal of Operational Research	2016-07-06	Paper
Inventory management with stochastic lead times Mathematics of Operations Research	2015-05-29	Paper
Impulse control of interest rates Operations Research	2014-12-22	Paper
Solving impulse-control problems with control delays Topics in Numerical Methods for Finance	2014-09-29	Paper
Boundary evolution equations for American options Mathematical Finance	2014-08-11	Paper
Modeling and forecasting mortality rates Insurance Mathematics & Economics	2014-04-03	Paper
American options under stochastic volatility Operations Research	2012-03-26	Paper
Sequential clinical scheduling with service criteria European Journal of Operational Research	2011-08-19	Paper
A computational method for stochastic impulse control problems Mathematics of Operations Research	2011-04-27	Paper
Pricing American options when asset prices jump Operations Research Letters	2010-05-07	Paper
A moving boundary approach to American option pricing Journal of Economic Dynamics and Control	2010-01-19	Paper
A Numerical Method for Solving Singular Stochastic Control Problems Operations Research	2009-07-14	Paper
A computational scheme for optimal investment - consumption with proportional transaction costs Journal of Economic Dynamics and Control	2009-05-18	Paper
Solving Free-boundary Problems with Applications in Finance Foundations and Trends® in Stochastic Systems	2008-10-20	Paper
SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS Mathematical Finance	2008-05-22	Paper
MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS Mathematical Finance	2006-09-25	Paper

Research outcomes over time

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