Arun Chockalingam

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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!

PublicationDate of PublicationType
Buyer-backed purchase-order financing for SME supplier with uncertain yield
European Journal of Operational Research
2023-07-04Paper
Valuing switching options with the moving-boundary method
Journal of Economic Dynamics and Control
2021-11-16Paper
The implication of missing the optimal-exercise time of an American option
European Journal of Operational Research
2016-10-06Paper
An approximate moving boundary method for American option pricing
European Journal of Operational Research
2016-07-06Paper
American options under stochastic volatility
Operations Research
2012-03-26Paper
Pricing American options when asset prices jump
Operations Research Letters
2010-05-07Paper


Research outcomes over time


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