Ajay Subramanian
Georgia State University, USA
Email: insasu@langate.gsu.edu
Qualifications
1998 Ph.D., Cornell University, Applied Mathematics
1997 M.Sc., Cornell University, Mathematics
Publications
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Dutta, B., N. Mukunda, R. Simon, and A. Subramanian (1993). Squeezed States,Photon Number Distributions, and U(1) Invariance.Journal of the Optical Societyof America B10, 2, 253-375.
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Steele, James, Ajay Subramanian, and Ismail Zahed (1995). General Correlation Functions in the Schwinger Model at Zero and Finite Temperature.NuclearPhysics B: Particles and Fields452, 545-562.
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Resnick, Sidney and Ajay Subramanian (1998). Heavy-Tailed Hidden Semi- Markov Models.Stochastic Models,14, 2, 337-352.
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Subramanian, Ajay (2001). European Option Pricing with General Transaction Costs and Short-Selling Constraints.Stochastic Models,17, 2, 215-245.
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Subramanian, Ajay and Robert Jarrow (2001). The Liquidity Discount,Mathematical Finance,11, 4, 447-474.
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Subramanian, Ajay (2004). Option Pricing on Stocks in Mergers and Acquisitions.Journal of Finance,59, 2, 795-831.
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Jain, Ashish and Ajay Subramanian (2004). The Inter-Temporal Exercise and Valuation of Employee Options.Accounting Review, 79, 3, 705-743.
Profile Details
http://www.rmi.gsu.edu/rmi/faculty/subramanian.htm