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Muthuraman, Kumar's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,863 |
Total
Citations
24 |
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1.
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Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
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22 Jun 06
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Last Revised:
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23 Nov 08
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520
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3
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American Option Pricing, stochastic control, Hamilton-Jacobi-Bellman equation, free boundary
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2.
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Chockalingam, Arun
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
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07 Dec 07
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Last Revised:
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03 Oct 12
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515
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American option, stochastic volatility, free boundary
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3.
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Simulation-Based Portfolio Optimization for Large Portfolios with Transaction Costs
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Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business Zha, Haining
Purdue University - School of Industrial Engineering
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Posted:
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05 Dec 05
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Last Revised:
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10 Mar 08
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395
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1
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Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business Zha, Haining
Purdue University - School of Industrial Engineering
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Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business Zha, Haining
Purdue University - School of Industrial Engineering
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382
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Portfolio optimization, simulation, transaction costs, stochastic control, Hamilton-Jacobi-Bellman equation, free boundary problem
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4.
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Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business Kumar, Sunil
Stanford Graduate School of Business
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388
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10
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Portfolio optimization, transaction costs, stochastic control, Hamilton-Jacobi-Bellman equation, free boundary problem
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5.
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Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business Aouam, Tarik
Purdue University - College of Industrial Engineering Rardin, Ronald
Purdue University - College of Industrial Engineering
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06 Dec 05
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Last Revised:
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09 Nov 08
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283
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Natural Gas, Regulation, Benchmarks, Linear incentive contracts, Policy Benchmarks
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6.
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Feng, Haolin
Lingnan (University) College, Sun Yat-sen University Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business Deshpande, Vinayak
Purdue University - Krannert School of Management
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05 Jun 07
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Last Revised:
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23 Nov 08
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200
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7.
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Feng, Haolin
Lingnan (University) College, Sun Yat-sen University Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
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26 Sep 10
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Last Revised:
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02 Oct 10
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188
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Impulse Control, Free boundary problems
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8.
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Chockalingam, Arun
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
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24 Jan 10
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Last Revised:
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27 May 10
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141
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American option pricing, free boundary, Moving Boundary method, approximate boundaries
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9.
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Mitchell, Daniel
University of Texas at Austin - Red McCombs School of Business Brockett, Patrick L.
University of Texas at Austin - Department of Information, Risk and Operations Management Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
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02 Dec 11
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Last Revised:
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05 Jan 13
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109
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Mortality Rates, Statistics, Time Series, Mortality Forecasting
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10.
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Mitchell, Daniel
University of Texas at Austin - Red McCombs School of Business Goodman, Jonathan
affiliation not provided to SSRN Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
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02 Dec 11
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Last Revised:
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12 Jan 12
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66
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Optimal Stopping, American Options, Stochastic Volatility, Early Exercise Boundary, Free-Boundary Problem, Dynamic Grid
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11.
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Mitchell, Daniel
University of Texas at Austin - Red McCombs School of Business Feng, Haolin
Lingnan (University) College, Sun Yat-sen University Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
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29
(246,109)
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12.
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Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business Kumar, Sunil
Stanford Graduate School of Business
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29
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