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Thangaraj Draviam · Study

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Thangaraj Draviam

2 works· latest 2006· 1 institutionscluster: provisional

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i102

Citations159

Works here2

06

Most cited in this library

Pricing exotic options under regime switching2006 · 134 citations
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory2006 · 25 citations

Works

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Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Journal of Economic Dynamics and Control·2006·2 authors

25citations

Pricing exotic options under regime switching

Insurance Mathematics and Economics·2006·2 authors

134citations