| Modeling and forecasting mortality rates D Mitchell, P Brockett, R Mendoza-Arriaga, K Muthuraman Insurance: Mathematics and economics 52 (2), 275-285, 2013 | 145 | 2013 |
| Modelling electricity prices: a time change approach L Li, R Mendoza-Arriaga, Z Mo, D Mitchell Quantitative Finance 16 (7), 1089-1109, 2016 | 26 | 2016 |
| Impulse control of interest rates D Mitchell, H Feng, K Muthuraman Operations research 62 (3), 602-615, 2014 | 22 | 2014 |
| Analytical representations for the basic affine jump diffusion L Li, R Mendoza-Arriaga, D Mitchell Operations Research Letters 44 (1), 121-128, 2016 | 10 | 2016 |
| Boundary evolution equations for American options D Mitchell, J Goodman, K Muthuraman Mathematical Finance 24 (3), 505-532, 2014 | 10 | 2014 |
| Volume-weighted average price tracking: A theoretical and empirical study D Mitchell, J Białkowski, S Tompaidis IISE Transactions 52 (8), 864-889, 2020 | 6 | 2020 |
| Objectives and curriculum for a graduate business analytics capstone: Reflections from practice T Anand, D Mitchell Decision Sciences Journal of Innovative Education 20 (4), 235-245, 2022 | 4 | 2022 |
| Market or limit orders? D Mitchell, J Chen Quantitative Finance 20 (3), 447-461, 2020 | 4 | 2020 |
| Hedge fund compensation: Incentive fees and performance intervals D Mitchell, K Muthuraman, S Titman Available at SSRN 3318622, 2019 | 4 | 2019 |
| Optimal vwap tracking D Mitchell, JP Bialkowski, S Tompaidis Available at SSRN 2333916, 2013 | 3 | 2013 |
| Conditional Value-at-Risk Robust Optimization PA Nguyen, D Mitchell Available at SSRN 4109631, 2022 | | 2022 |
| Simulating theta and gamma of American options PA Nguyen, D Mitchell Available at SSRN 4109599, 2022 | | 2022 |
| Computational methods for stochastic control problems with applications in finance DA Mitchell | | 2014 |
| ARCH 2013.1 Proceedings PL Brockett, D Mitchell, R Mendoza-Arria | | 2012 |
| An Accurate Representation of the Early Exercise Boundary of American Options with Stochastic Volatility D Mitchell, J Goodman | | |
