20132018

Research output per year

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Fingerprint The Fingerprint is created by mining the titles and abstracts of the person's research outputs and projects/funding awards to create an index of weighted terms from discipline-specific thesauri.

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Projects

  • Research Output

    Analytical representations for the basic affine jump diffusion

    Li, L., Mendoza-Arriaga, R. & Mitchell, D., Jan 1 2016, In : Operations Research Letters. 44, 1, p. 121-128 8 p.

    Research output: Contribution to journalArticle

  • 1 Scopus citations

    Modelling electricity prices: a time change approach

    Li, L., Mendoza-Arriaga, R., Mo, Z. & Mitchell, D., Jul 2 2016, In : Quantitative Finance. 16, 7, p. 1089-1109 21 p.

    Research output: Contribution to journalArticle

  • 5 Scopus citations

    Boundary evolution equations for american options

    Mitchell, D., Goodman, J. & Muthuraman, K., Jul 2014, In : Mathematical Finance. 24, 3, p. 505-532 28 p.

    Research output: Contribution to journalArticle

  • 5 Scopus citations

    Impulse control of interest rates

    Mitchell, D., Feng, H. & Muthuraman, K., Jan 1 2014, In : Operations research. 62, 3, p. 602-615 14 p.

    Research output: Contribution to journalArticle

  • 6 Scopus citations

    Modeling and forecasting mortality rates

    Mitchell, D., Brockett, P., Mendoza-Arriaga, R. & Muthuraman, K., Mar 1 2013, In : Insurance: Mathematics and Economics. 52, 2, p. 275-285 11 p.

    Research output: Contribution to journalArticle

  • 45 Scopus citations