Désiré Yannick Tangman

According to our database, Désiré Yannick Tangman authored at least 13 papers between 2010 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps.

Geraldine Tour, Nawdha Thakoor, Jingtang Ma, Désiré Yannick Tangman

J. Sci. Comput., 2020

Howard's algorithm for high-order approximations of American options under jump-diffusion models.

Nawdha Thakoor, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth

Int. J. Data Sci. Anal., 2020

2019

A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps.

Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth

J. Comput. Sci., 2019

2017

A superconvergent partial differential equation approach to price variance swaps under regime switching models.

Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman

J. Comput. Appl. Math., 2017

A high-order finite difference method for option valuation.

Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman

Comput. Math. Appl., 2017

2014

Efficient and high accuracy pricing of barrier options under the CEV diffusion.

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth

J. Comput. Appl. Math., 2014

Option pricing under a Markov modulated model using a cubic B-spline collocation method.

Geraldine Tour, Désiré Yannick Tangman

Int. J. Bus. Intell. Data Min., 2014

Cubic B-Spline Collocation Method for Pricing Path Dependent Options.

Geraldine Tour, Désiré Yannick Tangman

Proceedings of the Computational Science and Its Applications - ICCSA 2014 - 14th International Conference, Guimarães, Portugal, June 30, 2014

2013

A new high-order compact scheme for American options under jump-diffusion processes.

Radha Krishn Coonjobeharry, Désiré Yannick Tangman, Muddun Bhuruth

Int. J. Bus. Intell. Data Min., 2013

High-order computational methods for option valuation under multifactor models.

Nisha Rambeerich, Désiré Yannick Tangman, M. R. Lollchund, Muddun Bhuruth

Eur. J. Oper. Res., 2013

A new fourth-order numerical scheme for option pricing under the CEV model.

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth

Appl. Math. Lett., 2013

2012

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

2010

Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES.

Ravindra Boojhawon, Désiré Yannick Tangman, Kumar Dookhitram, Muddun Bhuruth

Proceedings of the Computational Science and Its Applications, 2010