| Nested simulation for estimating portfolio losses within a time horizon S Juneja, L Ramprasath Proceedings of the 2009 Winter Simulation Conference (WSC), 434-443, 2009 | 3 | 2009 |
| Locally maximin test for the mixture proportion with type-I censoring L Ramprasath, TM Durairajan Communications in Statistics—Theory and Methods 39 (12), 2264-2270, 2010 | 2 | 2010 |
| Statistical options: Crash resistant financial contracts based on robust estimation L Ramprasath, K Singh Statistics & probability letters 77 (2), 196-203, 2007 | 2 | 2007 |
| Reducing the patients-at-risk (PaR) in a response-adaptive trial: A numerical study L Ramprasath, MS Abdulla IIMB Management Review 35 (4), 418-425, 2023 | 1 | 2023 |
| Patients-at-Risk (PaR): A new performance measure for response-adaptive trials L Ramprasath, MS Abdulla | 1 | 2021 |
| ANVILS-VOCE: ANova-based Varying Inner-Loop Size estimation of Variance of Conditional Expectation MS Abdulla, L Ramprasath Communications in Statistics-Theory and Methods 53 (12), 4442-4449, 2024 | | 2024 |
| Hedging Dynamic Fund Protection: A Static Versus Dynamic Comparison B Ray, L Ramprasath IIM Kozhikode Society & Management Review, 22779752231170921, 2023 | | 2023 |
| BBECT: bandit based ethical clinical trials MS Abdulla, L Ramprasath 2021 Winter Simulation Conference (WSC), 1-10, 2021 | | 2021 |
| Derivative in Disguise L Ramprasath SAGE Business Cases, 2020 | | 2020 |
| ANOVA with two timescale stochastic approximation for estimating Variance of Conditional Expectation MS Abdulla, L Ramprasath Indian Institute of Management Kozhikode Working papers, 2019 | | 2019 |
| A simpler algorithm to price American Lookback options in a discrete stochastic volatility model L Ramprasath Indian Institute of Management Kozhikode Working papers, 2018 | | 2018 |
| Role of stylized features in constructing better estimators L Ramprasath Communications in Statistics-Theory and Methods 46 (15), 7612-7620, 2017 | | 2017 |
| Estimating functions and equivariance for diffusion models L Ramprasath, TM Durairajan Journal of the Indian Statistical Association 54 (1), 95-112, 2016 | | 2016 |
| Some observations in testing for nonstandard mixtures L Ramprasath, TM Durairajan Journal of Statistical Planning and Inference 142 (11), 2985-2992, 2012 | | 2012 |
| Simpler proofs in finance and shout options L Ramprasath Applied Economics Letters 18 (2), 173-178, 2011 | | 2011 |
| Statistical options: Crash resistant financial contracts based on robust location estimators R L Rutgers The State University of New Jersey, 2005 | | 2005 |
