Kumar Muthuraman

zbMath Openmuthuraman.kumarMaRDI QIDQ322563

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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