Author Page for Kumar Muthuraman

American Options Under Stochastic Volatility

McCombs Research Paper Series No. IROM-10-08

Number of pages: 30 Posted: 07 Dec 2007 Last Revised: 03 Oct 2012

Arun Chockalingam, Kumar Muthuraman and Kumar Muthuraman

Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 732 (54,326)

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2.

A Moving Boundary Approach to American Option Pricing

McCombs Research Paper Series No. IROM-06-08

Number of pages: 24 Posted: 22 Jun 2006 Last Revised: 23 Nov 2008

Kumar Muthuraman and Kumar Muthuraman

Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 684 (59,454)

Citation 3

Abstract:

3.

Multi-Dimensional Portfolio Optimization with Proportional Transaction Costs

Number of pages: 32 Posted: 13 Jul 2004

Kumar Muthuraman, Kumar Muthuraman and Sunil Kumar

Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business and Independent

Downloads 579 (73,556)

Citation 4

Abstract:

4.

Simulation Based Portfolio Optimization for Large Portfolios with Transaction Costs

Number of pages: 31 Posted: 05 Dec 2005

Kumar Muthuraman, Kumar Muthuraman and Haining Zha

Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business and Purdue University - School of Industrial Engineering

Downloads 524 (83,305)

Abstract:

5.

Inventory Management with Stochastic Lead Times

Number of pages: 34 Posted: 11 Dec 2013

Kumar Muthuraman, Kumar Muthuraman, Sridhar Seshadri and Qi Wu

Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business, University of Illinois at Urbana Champaign and Case Western Reserve University, Weatherhead School of Management

Downloads 360 (129,251)

Citation 1

Abstract:

6.

Unified Classical and Robust Optimization for Least Squares

Number of pages: 47 Posted: 05 Jun 2018 Last Revised: 06 Apr 2022

Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman and Kumar Muthuraman

NUS Business School - Department of Analytics and Operations, University of Texas at Austin - Department of Information, Risk and Operations Management and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 359 (129,661)

Abstract:

7.

Regulation of Natural Gas Distribution Using Policy Benchmarks

Number of pages: 32 Posted: 06 Dec 2005 Last Revised: 12 Apr 2015

Kumar Muthuraman, Kumar Muthuraman, Tarik Aouam and Ronald Rardin

Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business, Purdue University - College of Industrial Engineering and Purdue University - College of Industrial Engineering

Downloads 350 (133,398)

Abstract:

8.

Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio

Number of pages: 35 Posted: 17 Jul 2017 Last Revised: 23 Oct 2018

Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman and Kumar Muthuraman

NUS Business School - Department of Analytics and Operations, University of Texas at Austin - Department of Information, Risk and Operations Management and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 340 (137,668)

Citation 1

Abstract:

9.

The Impact of Demand Correlation on Replenishment Policies for Multi-Product Stochastic Inventory Systems with Joint-Replenishment Costs

McCombs Research Paper Series No. IROM-08-08

Number of pages: 30 Posted: 05 Jun 2007 Last Revised: 23 Nov 2008

Haolin Feng, Kumar Muthuraman, Kumar Muthuraman and Vinayak Deshpande

Lingnan (University) College, Sun Yat-sen University, Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business and Purdue University - Krannert School of Management

Downloads 323 (145,275)

Abstract:

10.

A Computational Method for Stochastic Impulse Control Problems

McCombs Research Paper Series No. IROM-04-10

Number of pages: 32 Posted: 26 Sep 2010 Last Revised: 02 Oct 2010

Haolin Feng, Kumar Muthuraman and Kumar Muthuraman

Lingnan (University) College, Sun Yat-sen University and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 294 (160,415)

Citation 1

Abstract:

11.

An Approximate Moving Boundary Method for American Options

McCombs Research Paper Series No. IROM-02-10

Number of pages: 16 Posted: 24 Jan 2010 Last Revised: 27 May 2010

Arun Chockalingam, Kumar Muthuraman and Kumar Muthuraman

Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 228 (206,535)

Citation 1

Abstract:

12.

Impulse Control of Interest Rates

Number of pages: 45 Posted: 06 Feb 2013 Last Revised: 01 Oct 2013

Daniel Mitchell, Haolin Feng, Kumar Muthuraman and Kumar Muthuraman

University of Texas at Austin - Red McCombs School of Business, Lingnan (University) College, Sun Yat-sen University and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 217 (216,538)

Citation 1

Abstract:

13.

Hedge Fund Compensation: Incentive Fees and Performance Intervals

Number of pages: 31 Posted: 30 Jan 2019

Daniel Mitchell, Kumar Muthuraman, Kumar Muthuraman and Sheridan Titman

University of Minnesota - Twin Cities - Department of Industrial and Systems Engineering, Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business and University of Texas at Austin - Department of Finance

Downloads 207 (226,333)

Citation 2

Abstract:

14.

Boundary Evolution Equations for American Options

McCombs Research Paper Series No. IROM-02-12

Number of pages: 37 Posted: 02 Dec 2011 Last Revised: 12 Jan 2012

Daniel Mitchell, Jonathan Goodman, Kumar Muthuraman and Kumar Muthuraman

University of Texas at Austin - Red McCombs School of Business, New York University (NYU) - Courant Institute of Mathematical Sciences and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 186 (248,905)

Abstract:

15.

Facility Location with Joint Disruptions

Indian School of Business

Number of pages: 48 Posted: 31 Jan 2020

Vishwakant Malladi, Kumar Muthuraman and Kumar Muthuraman

Indian School of Business (ISB), Hyderabad and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Downloads 68 (506,176)

Abstract:

16.

Why So Many Scooters? A Policy Analysis

Posted: 17 May 2022

Hale Erkan, Ioannis Stamatopoulos, Ashish Agarwal, Kumar Muthuraman and Kumar Muthuraman

University of Texas at Austin - Red McCombs School of Business, The University of Texas at Austin - McCombs School of Business, University of Texas at Austin - Red McCombs School of Business and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

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Modeling and Forecasting Mortality Rates

Insurance: Mathematics and Economics, Vol. 52, No. 2, 2013

Posted: 02 Dec 2011 Last Revised: 08 Aug 2013

Daniel Mitchell, Patrick L. Brockett, Rafael Mendoza-Arriaga, Kumar Muthuraman and Kumar Muthuraman

University of Texas at Austin - Red McCombs School of Business, University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Department of Information, Risk and Operations Management and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

Kumar Muthuraman

Information, Risk and Operations Management

Asst. Professor

University of Texas at Austin - Red McCombs School of Business

Professor

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Scholarly Papers (17)

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