Karthyek R. A. Murthy

Identifiers

• name variant Karthyek R. A. Murthy 0.60 · backfill

Papers (5)

1. Exploiting Partial Correlations in Distributionally Robust Optimization math.OC · 2018 · author #3
2. Quantifying Distributional Model Risk via Optimal Transport math.PR · 2016 · author #2
3. Incorporating Views on Marginal Distributions in the Calibration of Risk Models q-fin.ST · 2014 · author #3
4. Exact Simulation of Multidimensional Reflected Brownian Motion math.PR · 2014 · author #2
5. State-independent Importance Sampling for Random Walks with Regularly Varying Increments math.PR · 2012 · author #1

Mentions

• 1411.0570 #3 · backfill · confidence 0.70 Karthyek R. A. Murthy
• 1405.6469 #2 · backfill · confidence 0.70 Karthyek R. A. Murthy
• 1206.3390 #1 · backfill · confidence 0.70 Karthyek R. A. Murthy

Frequent Coauthors

• Jose Blanchet 3 shared papers
• Sandeep Juneja 2 shared papers
• Divya Padmanabhan 1 shared papers
• Karthik Natarajan 1 shared papers
• Santanu Dey 1 shared papers