Arunachalam Chockalingam

According to our database, Arunachalam Chockalingam authored at least 7 papers between 2007 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Buyer-backed purchase-order financing for SME supplier with uncertain yield.

Richa Jain, Matthew J. Reindorp, Arun Chockalingam

Eur. J. Oper. Res., June, 2023

2015

An approximate moving boundary method for American option pricing.

Arun Chockalingam, Kumar Muthuraman

Eur. J. Oper. Res., 2015

The implication of missing the optimal-exercise time of an American option.

Arun Chockalingam, Haolin Feng

Eur. J. Oper. Res., 2015

2011

American Options Under Stochastic Volatility.

Arun Chockalingam, Kumar Muthuraman

Oper. Res., 2011

2010

Pricing American options when asset prices jump.

Arunachalam Chockalingam, Kumar Muthuraman

Oper. Res. Lett., 2010

A stochastic control approach to avoiding Emergency Department overcrowding.

Arun Chockalingam, Krishna Jayakumar, Mark A. Lawley

Proceedings of the 2010 Winter Simulation Conference, 2010

2007

American option pricing under stochastic volatility: a simulation-based approach.

Arunachalam Chockalingam, Kumar Muthuraman

Proceedings of the Winter Simulation Conference, 2007