Strategic risk, banks, and Basel III: estimating economic capital requirements A Chockalingam, S Dabadghao, R Soetekouw The Journal of Risk Finance 19 (3), 225-246, 2018 | 41 | 2018 |
American options under stochastic volatility A Chockalingam, K Muthuraman Operations research 59 (4), 793-809, 2011 | 35 | 2011 |
An approximate moving boundary method for American option pricing A Chockalingam, K Muthuraman European Journal of Operational Research 240 (2), 431-438, 2015 | 30 | 2015 |
A stochastic control approach to avoiding emergency department overcrowding A Chockalingam, K Jayakumar, MA Lawley Proceedings of the 2010 Winter Simulation Conference, 2399-2411, 2010 | 26 | 2010 |
Pricing American options when asset prices jump A Chockalingam, K Muthuraman Operations Research Letters 38 (2), 82-86, 2010 | 15 | 2010 |
The implication of missing the optimal-exercise time of an American option A Chockalingam, H Feng European Journal of Operational Research 243 (3), 883-896, 2015 | 9 | 2015 |
Assigning Eurozone sovereign credit ratings using CDS spreads R van de Ven, S Dabadghao, A Chockalingam The Journal of Risk Finance 19 (5), 478-512, 2018 | 8 | 2018 |
Buyer-backed purchase-order financing for SME supplier with uncertain yield R Jain, M Reindorp, A Chockalingam European Journal of Operational Research 307 (2), 758-772, 2023 | 3 | 2023 |
Valuing Switching options with the moving-boundary method SS Dabadghao, A Chockalingam, T Soltani, J Fransoo Journal of Economic Dynamics and Control 127, 104124, 2021 | 1 | 2021 |
Asset based lending: the benefits of factoring E Goverde, J Rooijakker, X Bank, B Huang, A Chockalingam Eindhoven University of Technology, 2016 | 1 | 2016 |
Economic capital for strategic risk in financial institutions RCM Soetekouw, A Chockalingam, SS Dabadghao, RJ Voster, I KPMG, ... Master’s thesis, Eindhoven University of Technology]. Series master Theses …, 2016 | 1 | 2016 |
Transporting commodities: hedging against price, demand and freight rate risk with options T Soltani, A Chockalingam, JC Fransoo, CY Lee Demand and Freight Rate Risk with Options (September 16, 2015), 2015 | 1 | 2015 |
Optimizing Multi-Warehouse Assortment Allocation in an Online Retail Environment A Chockalingam, Z Atan, A Marandi | | 2019 |
Buyer-backed Purchase-order Financing For Supplier Facing Yield Uncertainty R Jain, MJ Reindorp, A Chockalingam | | 2019 |
Cost of Imbalance W van Nieuwkoop, A Chockalingam, L Veelenturf, G Vis | | 2018 |
Stochastic Optimal Control for Avoiding Emergency Department Divert K Jayakumar, A Chockalingam, VG Duffy, MA Lawley IIE Annual Conference. Proceedings, 1, 2010 | | 2010 |
Moving-boundary approaches for American security valuation A Chockalingam Purdue University, 2008 | | 2008 |
American option pricing under stochastic volatility: A simulation-based approach A Chockalingam, K Muthuraman 2007 Winter Simulation Conference, 992-997, 2007 | | 2007 |
Inventory Policies for the Consumer After Sales Walk-In-Centre Strategy A Malik, A Chockalingam, T Tan | | |
Dynamic Slotting in Warehouses B Caron, A Chockalingam | | |