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)