Sundaram Rangarajan K.

Rangarajan K. Sundaram

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Found 3 papers in total
An integrated model for hybrid securities
An integrated model for hybrid securities
2007
We develop a model for pricing securities whose value may depend simultaneously on...
A discrete-time approach to arbitrage-free pricing of credit derivatives
A discrete-time approach to arbitrage-free pricing of credit derivatives
2000
This paper develops a framework for modelling risky debt and valuing credit...
A class of bandit problems yielding myopic optimal strategies
A class of bandit problems yielding myopic optimal strategies
1992
The authors consider the class of bandit problems in which each of the n≥2...
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