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Disambiguation of "Rathinam, Muruhan"

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Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis

, , and . Applied Mathematical Finance, 14 (1): 1--17 (2007)

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Chozhavendan Rathinam

 

Other publications of authors with the same name

Trader behavior and hedging feedback in the stock pinning phenomena., and . ACC, IEEE, (2006)Homogenization of a Random Walk on a Graph in ℝd: An Approach to Predict Macroscale Diffusivity in Media with Finescale Obstructions and Interactions., and . Multiscale Model. Simul., 18 (1): 383-414 (2020)Preconditioned Bayesian Regression for Stochastic Chemical Kinetics., , , , and . J. Sci. Comput., 58 (3): 592-626 (2014)Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics., and . SIAM/ASA J. Uncertain. Quantification, 4 (1): 1288-1322 (2016)Stochastic Filtering of Reaction Networks Partially Observed in Time Snapshots., and . CoRR, (2023)Uniform Convergence of Interlaced Euler Method for Stiff Stochastic Differential Equations., and . Multiscale Modeling & Simulation, 9 (3): 1217-1252 (2011)Reversible-equivalent-monomolecular tau: A leaping method for "small number and stiff" stochastic chemical systems., and . J. Comput. Phys., 224 (2): 897-923 (2007)A Generalized Model of Flocking with Steering., and . SIAM J. Appl. Dyn. Syst., 21 (2): 1352-1381 (2022)Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems., , , and . Multiscale Modeling & Simulation, 4 (3): 867-895 (2005)Interlaced Euler scheme for stiff systems of stochastic differential equations., and . SAC, page 989-994. ACM, (2009)