Arunachalam Chockalingam

Publication Activity (10 Years)

Years Active: 2007-2010
Publications (10 Years): 0

Publications

Arunachalam Chockalingam, Kumar Muthuraman
Pricing American options when asset prices jump. Oper. Res. Lett. 38 (2) (2010)
Arunachalam Chockalingam, Kumar Muthuraman
American option pricing under stochastic volatility: a simulation-based approach. WSC (2007)