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)

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)

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)