Ajay Subramanian

Georgia State University, USA



1998  Ph.D., Cornell University, Applied Mathematics

1997  M.Sc., Cornell University, Mathematics


  1. 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.
  2. 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.
  3. Resnick, Sidney and Ajay Subramanian (1998). Heavy-Tailed Hidden Semi- Markov Models.Stochastic Models,14, 2, 337-352.
  4. Subramanian, Ajay (2001). European Option Pricing with General Transaction Costs and Short-Selling Constraints.Stochastic Models,17, 2, 215-245.
  5. Subramanian, Ajay and Robert Jarrow (2001). The Liquidity Discount,Mathematical Finance,11, 4, 447-474.
  6. Subramanian, Ajay (2004). Option Pricing on Stocks in Mergers and Acquisitions.Journal of Finance,59, 2, 795-831.
  7. Jain, Ashish and Ajay Subramanian (2004). The Inter-Temporal Exercise and Valuation of Employee Options.Accounting Review, 79, 3, 705-743.

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