Contour integral method for European options with jumps. - Edgard Ngounda; Kailash C. Patidar; Edson Pindza (Commun. Nonlinear Sci. Numer. Simul., 2013)

Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options. - Edson Pindza; Kailash C. Patidar; Edgard Ngounda (FDM, 2014)