The following pages link to Kumar Muthuraman (Q322563):
Displaying 17 items.
- Robust optimization policy benchmarks and modeling errors in natural gas (Q322565) (← links)
- Sequential clinical scheduling with service criteria (Q635194) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Modeling and forecasting mortality rates (Q2442526) (← links)
- An approximate moving boundary method for American option pricing (Q2629646) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
- Solving Impulse-Control Problems with Control Delays (Q2920950) (← links)
- Impulse Control of Interest Rates (Q2935303) (← links)
- A Computational Method for Stochastic Impulse Control Problems (Q3169122) (← links)
- American Options Under Stochastic Volatility (Q3225913) (← links)
- Coordinated Patient Appointment Scheduling for a Multistation Healthcare Network (Q5126623) (← links)
- Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
- Inventory Management with Stochastic Lead Times (Q5252222) (← links)
- A Numerical Method for Solving Singular Stochastic Control Problems (Q5321735) (← links)
- MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
