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Arun Chockalingam
Arun Chockalingam
Verified email at tue.nl
Title
Cited by
Cited by
Year
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
382018
American options under stochastic volatility
A Chockalingam, K Muthuraman
Operations research 59 (4), 793-809, 2011
352011
An approximate moving boundary method for American option pricing
A Chockalingam, K Muthuraman
European Journal of Operational Research 240 (2), 431-438, 2015
302015
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
282010
Pricing American options when asset prices jump
A Chockalingam, K Muthuraman
Operations Research Letters 38 (2), 82-86, 2010
152010
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
92015
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
82018
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
32023
Asset based lending: the benefits of factoring
E Goverde, J Rooijakker, X Bank, B Huang, A Chockalingam
Eindhoven University of Technology, 2016
12016
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
12016
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
12015
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
2021
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
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Articles 1–20