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A load factor based meanvariance analysis for fuel diversification

Gotham, Douglas; Muthuraman, Kumar; Preckel, Paul V.; … - In: Energy economics 31 (2009) 2, pp. 249-256

Persistent link: https://www.econbiz.de/10003832245

Robust optimization policy benchmarks and modeling errors in natural gas

Aouam, Tarik; Muthuraman, Kumar; Rardin, Ronal L. - In: European journal of operational research : EJOR 250 (2016) 3, pp. 807-815

Persistent link: https://www.econbiz.de/10011445326

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

Regulation of Natural Gas Distribution Using Policy Benchmarks

Muthuraman, Kumar; Aouam, Tarik; Rardin, Ronald - 2015

Local Distribution Companies (LDCs) play the role of purchasing and delivering natural gas to their consumers and state regulators oversee the pricing of natural gas to consumers. The common method of regulation, based on the cost of service, provides arguably little incentive for the LDC to...

Persistent link: https://www.econbiz.de/10014027383

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/10003780964

A computational scheme for optimal investment - consumption with proportional transaction costs

Muthuraman, Kumar - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1132-1159

Persistent link: https://www.econbiz.de/10003443362

Effect of Financing Costs and Constraints on Real Investments: The Case of Inventories

Wu, Qi; Muthuraman, Kumar; Seshadri, Sridhar - In: Production and Operations Management (2019)

Persistent link: https://www.econbiz.de/10012096298

Multidimensional portfolio optimization with proportional transaction costs

Muthuraman, Kumar; Kumar, Sunil - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 301-335

Persistent link: https://www.econbiz.de/10003325969

A computational method for stochastic impulse control problems

Feng, Haolin; Muthuraman, Kumar - In: Mathematics of operations research 35 (2010) 4, pp. 830-850

Persistent link: https://www.econbiz.de/10008823135

Pricing American options when asset prices jump

Chockalingam, Arunachalam; Muthuraman, Kumar - In: Operations research letters 38 (2010) 2, pp. 82-86

Persistent link: https://www.econbiz.de/10003961602