A new radial basis functions method for pricing American options under Merton's jump-diffusion model. - Aslam Aly El-Faïdal Saib; Désiré Yannick Tangman; Muddun Bhuruth (Int. J. Comput. Math., 2012)

Option Pricing under an Exponential Lévy Model Using Mathematica. - Aslam Aly El-Faïdal Saib; Arshad Ahmud Iqbal Peer; Muddun Bhuruth (ICCSA (5), 2013)

A meshless method for Asian style options pricing under the Merton jump-diffusion model. - Aslam Aly El-Faïdal Saib; Mohammad Sameer Sunhaloo; Muddun Bhuruth (Int. J. Comput. Math., 2015)