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Désiré Yannick Tangman
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2020 – today
- 2020
- [j11]Nawdha Thakoor
, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth
Howard's algorithm for high-order approximations of American options under jump-diffusion models. Int. J. Data Sci. Anal. 10(2): 193-203 (2020) - [j10]Geraldine Tour, Nawdha Thakoor
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. J. Sci. Comput. 83(3): 61 (2020)
2010 – 2019
- 2019
- [j9]Geraldine Tour, Nawdha Thakoor
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps. J. Comput. Sci. 35: 25-43 (2019) - 2017
- [j8]Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman
A high-order finite difference method for option valuation. Comput. Math. Appl. 74(4): 652-670 (2017) - [j7]Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman
A superconvergent partial differential equation approach to price variance swaps under regime switching models. J. Comput. Appl. Math. 318: 316-334 (2017) - 2014
- [j6]Geraldine Tour, Désiré Yannick Tangman
Option pricing under a Markov modulated model using a cubic B-spline collocation method. Int. J. Bus. Intell. Data Min. 9(4): 356-370 (2014) - [j5]Nawdha Thakoor
Efficient and high accuracy pricing of barrier options under the CEV diffusion. J. Comput. Appl. Math. 259: 182-193 (2014) - [c2]Geraldine Tour, Désiré Yannick Tangman
Cubic B-Spline Collocation Method for Pricing Path Dependent Options. ICCSA (6) 2014: 372-385 - 2013
- [j4]Nawdha Thakoor
A new fourth-order numerical scheme for option pricing under the CEV model. Appl. Math. Lett. 26(1): 160-164 (2013) - [j3]Nisha Rambeerich, Désiré Yannick Tangman
High-order computational methods for option valuation under multifactor models. Eur. J. Oper. Res. 224(1): 219-226 (2013) - [j2]Radha Krishn Coonjobeharry, Désiré Yannick Tangman
A new high-order compact scheme for American options under jump-diffusion processes. Int. J. Bus. Intell. Data Min. 8(4): 363-376 (2013) - 2012
- [j1]Aslam Aly El-Faïdal Saib
A new radial basis functions method for pricing American options under Merton's jump-diffusion model. Int. J. Comput. Math. 89(9): 1164-1185 (2012) - 2010
- [c1]Ravindra Boojhawon, Désiré Yannick Tangman, Kumar Dookhitram
Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES. ICCSA (2) 2010: 570-585
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