Daniel Mitchell

Computational methods for stochastic control problems with applications in finance

Daniel Mitchell, 2014 .

Analytical Representations for the Basic Affine Jump Diffusion

Rafael Mendoza-Arriaga, Daniel Mitchell, Lingfei Li, 2015 .

BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS

J. Goodman, K. Muthuraman, Daniel Mitchell, 2014 .

Analytical Representations for the Basic Affine Jump Diffusion

Daniel Mitchell, Rafael Mendoza-Arriaga, Lingfei Li, 2015, Oper. Res. Lett..

Impulse Control of Interest Rates

Kumar Muthuraman, Daniel Mitchell, Haolin Feng, 2013, Oper. Res..

Hedge Fund Compensation: Incentive Fees and Performance Intervals

S. Titman, K. Muthuraman, Daniel Mitchell, 2019, SSRN Electronic Journal.

Modeling and forecasting mortality rates

Kumar Muthuraman, Patrick L. Brockett, Rafael Mendoza-Arriaga, 2013 .

Modelling electricity prices: a time change approach

Rafael Mendoza-Arriaga, Lingfei Li, Zhiyu Mo, 2015 .