Muddun Bhuruth

According to our database, Muddun Bhuruth authored at least 30 papers between 1996 and 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

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

New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems.

Nawdha Thakoor, Muddun Bhuruth

J. Comput. Sci., 2019

2018

Fast quadrature methods for options with discrete dividends.

Deeveya Thakoor, Muddun Bhuruth

J. Comput. Appl. Math., 2018

2015

Fully fuzzy Sylvester matrix equation.

Kumar Dookhitram, M. R. Lollchund, Rakesh Kumar Tripathi, Muddun Bhuruth

J. Intell. Fuzzy Syst., 2015

A meshless method for Asian style options pricing under the Merton jump-diffusion model.

Aslam Aly El-Faïdal Saib, Mohammad Sameer Sunhaloo, Muddun Bhuruth

Int. J. Comput. Math., 2015

2014

Krylov subspace method for fuzzy eigenvalue problem.

Pillay Kanaksabee, Kumar Dookhitram, Muddun Bhuruth

J. Intell. Fuzzy Syst., 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

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

Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems.

Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Kumar Dookhitram, Muddun Bhuruth

Appl. Math. Comput., 2013

Option Pricing under an Exponential Lévy Model Using Mathematica.

Aslam Aly El-Faïdal Saib, Arshad Ahmud Iqbal Peer, Muddun Bhuruth

Proceedings of the Computational Science and Its Applications - ICCSA 2013, 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

2011

A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems.

Kumar Dookhitram, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth

Numer. Algorithms, 2011

2010

On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems.

Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth

J. Comput. Appl. Math., 2010

A weighted ENO-flux limiter scheme for hyperbolic conservation laws.

Arshad Ahmud Iqbal Peer, Muhammad Zaid Dauhoo, Ashvin Gopaul, Muddun Bhuruth

Int. J. Comput. Math., 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

2009

A new method for accelerating Arnoldi algorithms for large scale Eigenproblems.

Kumar Dookhitram, Ravindra Boojhawon, Muddun Bhuruth

Math. Comput. Simul., 2009

A method for improving the performance of the WENO5 scheme near discontinuities.

Arshad Ahmud Iqbal Peer, Muhammad Zaid Dauhoo, Muddun Bhuruth

Appl. Math. Lett., 2009

2008

Convergence Analysis of a Two-Grid Iteration for a Compact Fourth-Order Scheme for a Model Convection-Diffusion Problem.

Mohammad Sameer Sunhaloo, Ashvin Gopaul, Muddun Bhuruth

Proceedings of the 2008 International Conference on Scientific Computing, 2008

2006

Analysis of a Fourth-Order Scheme for a Three-Dimensional Convection-Diffusion Model Problem.

Ashvin Gopaul, Muddun Bhuruth

SIAM J. Sci. Comput., 2006

Symmetric Positive Definite Based Preconditioners For Discrete Convection-diffusion Problems.

Mohammad Sameer Sunhaloo, Muddun Bhuruth

Proceedings of the 2006 International Conference on Scientific Computing, 2006

2005

Sparse Approximate Inverse Smoothing For Multigrid Solution of Nine-Point Approximations For Convection-Diffusion Problems.

Mohammad Sameer Sunhaloo, Ashvin Gopaul, Ravindra Boojhawon, Muddun Bhuruth

Proceedings of The 2005 International Conference on Scientific Computing, 2005

Deflated GMRES Algorithms For Cyclically Reduced Three-Dimensional Convection-Diffusion Problems.

Ravindra Boojhawon, Muddun Bhuruth

Proceedings of The 2005 International Conference on Scientific Computing, 2005

2004

Restarted Simpler GMRES augmented with harmonic Ritz vectors.

Ravindra Boojhawon, Muddun Bhuruth

Future Gener. Comput. Syst., 2004

1997

Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes.

Muddun Bhuruth, David J. Evans

Int. J. Comput. Math., 1997

Strides reduction algorithms for block tridiagonal linear systems.

Muddun Bhuruth, David J. Evans

Int. J. Comput. Math., 1997

1996

Fourth-order optimal iterative schemes for convection-diffusion equation.

Muddun Bhuruth

Int. J. Comput. Math., 1996

Block iterative methods for the nine-point approximation to the convection-diffusion equation.

Muddun Bhuruth, David J. Evans

Int. J. Comput. Math., 1996