I have generated tiles using gdal_retile command. The tiles do not have wld file. Is there any way to generate a wld for each tile (bash processing is preferred since I have around 9K tiles stored).
Try adding '-co WORLDFILE=YES' to the gdal_retile command, which on my system warns but does indeed create the '.wld' (from 'gdal_translate' in my tests, but should also work for 'gdal_retile').
gdalinfo --version GDAL 2.1.1, released 2016/07/07
The projection information will be embedded in the outputs, so you might not need them. However, if you are using older software that requires a world file, you can use QGIS and go:
Raster->Projections->Extract projection. Select batch mode and proce the entire directory where your output files are stored. That should save you re-processing the tiles (I'm geussing this will be quicker than re-issuing the gdal command as mdsummer correctly suggests).