Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES. - Ravindra Boojhawon; Désiré Yannick Tangman; Kumar Dookhitram; Muddun Bhuruth (ICCSA (2), 2010)

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)

A new fourth-order numerical scheme for option pricing under the CEV model. - Nawdha Thakoor; Désiré Yannick Tangman; Muddun Bhuruth (Appl. Math. Lett., 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 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)

Cubic B-Spline Collocation Method for Pricing Path Dependent Options. - Geraldine Tour; Désiré Yannick Tangman (ICCSA (6), 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)

Efficient and high accuracy pricing of barrier options under the CEV diffusion. - Nawdha Thakoor; Désiré Yannick Tangman; Muddun Bhuruth (J. Comput. Appl. Math., 2014)

A high-order finite difference method for option valuation. - Mehzabeen Jumanah Dilloo; Désiré Yannick Tangman (Comput. Math. Appl., 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 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)

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)

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)