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Kumar Muthuraman is an associate professor in the Department of Information, Risk and Operations Management. He received his Ph.D. from Stanford University. Dr. Muthuraman’s research focuses on asset pricing, derivatives and operations.


Daniel Mitchell, Jonathan Goodman, and Kumar Muthuraman. 2014. Boundary Evolution Equations for American Options. Mathematical Finance 24(3), 505-532.
Daniel Mitchell, Patrick L. Brockett, Rafael Mendoza-Arriaga, and Kumar Muthuraman. 2013. Modeling and Forecasting Mortality Rates. Insurance: Mathematics and Economics 52(2), 275-285.
Santanu Chakraborty, Kumar Muthuraman, and Mark Lawley. 2013. Sequential Clinical Scheduling with Patient No-Show: The Impact of Pre-Defined Slot Structures. Socio-Economic Planning Sciences 47(3), 205-219.
S. Ruanpattana, P. Preckel, D. Gotham, Kumar Muthuraman, M. Velastegui, T. Morin, and N. Uhan. 2012. Diversification of fuel costs accounting for load variation. Energy Policy 42, 400-408.
A. Chockalingam and Kumar Muthuraman. 2011. American Options Under Stochastic Volatility. Operations Research 59(4), 793-809.
A. Turkcan, B. Zeng, Kumar Muthuraman, and M. Lawley. 2011. Sequential Clinical Scheduling with Service Criteria. European Journal of Operational Research 214(3), 780-795.
H. Feng and Kumar Muthuraman. 2010. A Computational Method for Stochastic Impulse Control Problems. Mathematics of Operations Research 35(4).
F. Lin, Kumar Muthuraman, and M. Lawley. 2010. Optimal Implementation of NonPharmaceutical Interventions during Pandemic Influenza. BMC Infectious Diseases 10(32).
S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2010. Planning Intervention for Hemodialysis Patients - A Stochastic Control Approach. Proceedings of the 2010 IIE Research Conference.
A. Chockalingam and Kumar Muthuraman. 2010. Pricing American options when asset prices jump. Operations Research Letters 38(2), 82-86.
S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2010. Sequential clinical scheduling with patient no-shows and general service time distributions. IIE Transactions 42(5), 354-366.
Douglas Gotham, Kumar Muthuraman, Paul Preckel, Ronald Rardin, and Suriya Ruangpattana. 2009. A load factor based mean-variance analysis for fuel diversification. Energy Economics 31, 249-256.
V. Parmeshwaran and Kumar Muthuraman. 2009. FTR option formulation and pricing. Electric Power Systems Research 79(7), 1164-1170.
Kumar Muthuraman, H. Feng, and V. Deshpande. 2009. Policies for Multi-Product Stochastic Inventory Systems with Joint-Replenishment Costs. Honolulu: Proceedings of the National Science Foundation Awardees Conference.
S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2009. Sequential Appointment Scheduling Under Patient No-Show Over Continuous Time Horizon. Honolulu, Hawaii: Proceedings of the National Science Foundation Awardees Conference.
Kumar Muthuraman. 2008. A moving boundary approach to American option pricing. Journal of Economic Dynamics and Control 32, 3520-3537.
Kumar Muthuraman and Mark A. Lawley. 2008. A stochastic overbooking model for outpatient clinical scheduling with no-shows. IIE Transactions 40, 820-837.
S. Ruangpattana, DJ. Gotham, Kumar Muthuraman, PV. Preckel, and RL. Rardin. 2008. Applying Load Factors to the Mean-Variance Analysis for Fuel Diversification. Proceedings of the 10th International Conference on Probabilistic Methods Applied to Power Systems.
Kumar Muthuraman, H. Feng, and V. Deshpande. 2008. Multi-Product Inventory Systems with Correlated Demand and Joint-Replenishment Costs. Knoxville, Tennessee: Proceedings of the National Science Foundation Awardees Conference.
Kumar Muthuraman, T. Aouam, and R. Rardin. 2008. Regulation of natural gas distribution using benchmarks. Operations Research 56, 1131-1145.
S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2008. Sequential clinical scheduling with general service times and no-show patients. Knoxville, Tennessee: Proceedings of the National Science Foundation Awardees Conference.
Kumar Muthuraman and H. Zha. 2008. Simulation based portfolio optimization for large portfolios. Mathematical Finance 18(1), 115-134.
Kumar Muthuraman and S. Kumar. 2008. Solving free boundary problems with applications in finance. Foundations and Trends in Stochastic Systems 1(4), 259-341.
Kumar Muthuraman. 2007. A Computational Scheme for Optimal Investment - Consumption with Proportional Transaction Costs. Journal of Economic Dynamics and Control 31, 1132-1159.
D. Gotham, Kumar Muthuraman, R. Rardin, and S. Ruangpattana. 2007. A Load Factor Based Mean-Variance Analysis for Fuel Diversification, in Proceedings of the 3rd Annual Carnegie Mellon Conference on the Electricity Industry,
A. Chockalingam and Kumar Muthuraman. 2007. American Option Pricing Under Stochastic Volatility: A Simulation based approach, in Proceedings of the 2007 Winter Simulation Conference, 992-997.
Kopach, R., P-C. DeLaurentis, M. Lawley, Kumar Muthuraman, L. Ozsen, R. Rardin, H. Wan, P. Intrevado, X. Qu, and D. Willis. 2007. Effects of Clinical Characteristics on Successful Open Access Scheduling. Healthcare Management Science 10(2), 111-125.
Kumar Muthuraman and M. Lawley. 2007. Stochastic overbooking model for outpatient clinical scheduling with no-shows, in Proceedings of the POMS 18th Annual Conference, Dallas, TX.
Kumar Muthuraman and S. Kumar. 2006. Multi-dimensional portfolio optimization with proportional transaction costs. Mathematical Finance 16(2), 301-335.
P. DeLaurentis, R. Kopach, R. Rardin, M. Lawley, Kumar Muthuraman, H. Wan, L. Ozsen, and P. Intrevado. 2006. Open access appointment scheduling—an experience at a community clinic, in Proceedings of the 2006 IIE Research Conference,
S. Kumar and Kumar Muthuraman. 2004. A numerical method for solving singular stochastic control problems. Operations Research 52(4), 563-582.
S. Kumar and Kumar Muthuraman. 2000. A numerical method for solving singular Brownian control problems, in Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, Australia.
V. S. Ramanan,, Kumar Muthuraman, S. Gnanasekaran, M. J. R. Venkataramana, and B. Emmanuel. 1999. Green's functions for the Laplace equation in a 3-layer medium, boundary element integrals and their application to cathodic protection. Engineering Analysis with Boundary Elements 23, 777-786.
S. K. Rangarajan and Kumar Muthuraman. 1998. Current losses in a bipolar cell - II: An analysis of the Butler-Volmer regime. Electrochimica Acta 44(2), 491-502.

Professional Awards

Chevron Centennial Fellowship in Business2010

Page last updated: 6/29/2015