American option pricing under stochastic volatility: a simulation-based approach. - Arunachalam Chockalingam; Kumar Muthuraman (WSC, 2007)

A stochastic control approach to avoiding Emergency Department overcrowding. - Arun Chockalingam; Krishna Jayakumar; Mark A. Lawley (WSC, 2010)

Pricing American options when asset prices jump. - Arunachalam Chockalingam; Kumar Muthuraman (Oper. Res. Lett., 2010)

American Options Under Stochastic Volatility. - Arun Chockalingam; Kumar Muthuraman (Oper. Res., 2011)

The implication of missing the optimal-exercise time of an American option. - Arun Chockalingam; Haolin Feng (Eur. J. Oper. Res., 2015)

An approximate moving boundary method for American option pricing. - Arun Chockalingam; Kumar Muthuraman (Eur. J. Oper. Res., 2015)

Buyer-backed purchase-order financing for SME supplier with uncertain yield. - Richa Jain; Matthew J. Reindorp; Arun Chockalingam (Eur. J. Oper. Res., 2023)