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Muthuraman, Kumar
17
Lawley, Mark
4
Rardin, Ronald
3
Ruangpattana, Suriya
3
Chakraborty, Santanu
2
Gotham, Douglas
2
Kumar, Sunil
2
Preckel, Paul
2
Aouam, Tarik
1
Brockett, Patrick
1
Chockalingam, Arun
1
Feng, Haolin
1
Gotham, Douglas J.
1
Mendoza-Arriaga, Rafael
1
Mitchell, Daniel
1
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1
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Journal of economic dynamics & control
3
Operations research : the journal of the Operations Research Society of America
3
Energy economics
2
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Energy policy
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
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Socio-economic planning sciences : the international journal of public sector decision-making
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OLC EcoSci
ECONIS (ZBW)
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10
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3
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1
American Options Under Stochastic Volatility
Chockalingam, Arun
;
Muthuraman, Kumar
- In:
Operations research : the journal of the Operations …
59
(
2011
)
4
,
pp. 793-810
Persistent link: https://www.econbiz.de/10009290792
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2
A Numerical Method for Solving Singular Stochastic Control Problems
Kumar, Sunil
;
Muthuraman, Kumar
- In:
Operations research : the journal of the Operations …
52
(
2004
)
4
,
pp. 563-582
Persistent link: https://www.econbiz.de/10006417612
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3
SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10008221369
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4
MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-336
Persistent link: https://www.econbiz.de/10008222763
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5
Sequential clinical scheduling with patient no-show: The impact of pre-defined slot structures
Chakraborty, Santanu
;
Muthuraman, Kumar
;
Lawley, Mark
- In:
Socio-economic planning sciences : the international …
47
(
2013
)
3
,
pp. 205-219
Persistent link: https://www.econbiz.de/10010165829
Saved in:
6
Modeling and forecasting mortality rates
Mitchell, Daniel
;
Brockett, Patrick
;
Mendoza-Arriaga, Rafael
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 275-285
Persistent link: https://www.econbiz.de/10010098504
Saved in:
7
Regulation of Natural Gas Distribution Using Policy Benchmarks
Muthuraman, Kumar
;
Aouam, Tarik
;
Rardin, Ronald
- In:
Operations research : the journal of the Operations …
56
(
2008
)
5
,
pp. 1131-1145
Persistent link: https://www.econbiz.de/10008145140
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8
A load factor based mean–variance analysis for fuel diversification
Gotham, Douglas
;
Muthuraman, Kumar
;
Preckel, Paul
; …
- In:
Energy economics
31
(
2009
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10008170306
Saved in:
9
A stochastic overbooking model for outpatient clinical scheduling with no-shows
Muthuraman, Kumar
;
Lawley, Mark
- In:
IIE transactions / Institute of Industrial Engineers, …
40
(
2008
)
9
,
pp. 820-837
Persistent link: https://www.econbiz.de/10008080281
Saved in:
10
A moving boundary approach to American option pricing
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3520-3537
Persistent link: https://www.econbiz.de/10008110429
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