Arun Chockalingam

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 3

Top Topics

Dynamic Programming

Finding Optimal

Top Venues

Eur. J. Oper. Res.

Publications

Richa Jain, Matthew J. Reindorp, Arun Chockalingam
Buyer-backed purchase-order financing for SME supplier with uncertain yield. Eur. J. Oper. Res. 307 (2) (2023)
Arun Chockalingam, Kumar Muthuraman
An approximate moving boundary method for American option pricing. Eur. J. Oper. Res. 240 (2) (2015)
Arun Chockalingam, Haolin Feng
The implication of missing the optimal-exercise time of an American option. Eur. J. Oper. Res. 243 (3) (2015)
Arun Chockalingam, Kumar Muthuraman
American Options Under Stochastic Volatility. Oper. Res. 59 (4) (2011)
Arun Chockalingam, Krishna Jayakumar, Mark A. Lawley
A stochastic control approach to avoiding Emergency Department overcrowding. WSC (2010)