Kumar Muthuraman

2008

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from Kumar Muthuraman's perspective

Ordered by how strongly the researchers Kumar Muthuraman trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Pricing of Options and Corporate Liabilities
2. Post-'87 crash fears in the S&P 500 futures option market
3. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
5. The Term Structure of Interest Rates as a Random Field
6. Quasi-Random Sequences and Their Discrepancies
7. Valuing American Options by Simulation: A Simple Least-Squares Approach
8. Markov Processes: Characterization and Convergence
9. The Volatility Surface: A Practitioner's Guide
10. A Theory for the Term Structure of Interest Rates

Their papers

• A Moving Boundary Approach to American Option Pricing (2008) — 50 citations