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Muthuraman, Kumar


 SSRN Author Rank: 8,331 by Downloads
 

University of Texas at Austin - McCombs School of Business


 Austin, TX 78712
 United States
 email address

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. Muthuraman, Kumar's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,040
Total
Citations
25
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
American Options Under Stochastic Volatility | Show Abstract | Download |
McCombs Research Paper Series No. IROM-10-08
Accepted Paper Series
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
Posted:
07 Dec 07
Last Revised:
03 Oct 12
561
(24,840)
1

2.  
A Moving Boundary Approach to American Option Pricing | Show Abstract | Download |
McCombs Research Paper Series No. IROM-06-08
Working Paper Series
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Posted:
22 Jun 06
Last Revised:
23 Nov 08
542
(26,036)
3

3.   Incl. Electronic Paper
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Zha, Haining
Purdue University - School of Industrial Engineering
Posted:
05 Dec 05
Last Revised:
10 Mar 08
421
(36,263)
1

4.  
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Kumar, Sunil
Independent
Posted:
13 Jul 04
414
(37,026)
10

5.  
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
Posted:
06 Dec 05
Last Revised:
09 Nov 08
295
(55,603)
 

6.  
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
Posted:
05 Jun 07
Last Revised:
23 Nov 08
218
(77,117)
 

7.  
A Computational Method for Stochastic Impulse Control Problems | Show Abstract | Download |
McCombs Research Paper Series No. IROM-04-10
Working Paper Series
Feng, Haolin
Lingnan (University) College, Sun Yat-sen University
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Posted:
26 Sep 10
Last Revised:
02 Oct 10
206
(81,677)
1

8.  
An Approximate Moving Boundary Method for American Options | Show Abstract | Download |
McCombs Research Paper Series No. IROM-02-10
Working Paper Series
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
Posted:
24 Jan 10
Last Revised:
27 May 10
152
(108,656)
 

9.  
Boundary Evolution Equations for American Options | Show Abstract | Download |
McCombs Research Paper Series No. IROM-02-12
Working Paper Series
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
Posted:
02 Dec 11
Last Revised:
12 Jan 12
93
(158,680)
 

10.  
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
Posted:
06 Feb 13
Last Revised:
01 Oct 13
62
(201,533)
 

11.  
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business
Wu, Qi
Case Western Reserve University, Weatherhead School of Management
Posted:
11 Dec 13
47
(229,642)
 

12.  
Multidimensional Portfolio Optimization with Proportional Transaction Costs | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 2, pp. 301-335, April 2006
Accepted Paper Series
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Kumar, Sunil
Independent
Posted:
08 May 06
29
(273,583)
9

13.  
Modeling and Forecasting Mortality Rates | Show Abstract |
Insurance: Mathematics and Economics, Vol. 52, No. 2, 2013
Accepted Paper Series
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
Posted:
02 Dec 11
Last Revised:
08 Aug 13
 


Records 1 - 13 of 13 matches
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