Block iterative methods for the nine-point approximation to the convection-diffusion equation. - Muddun Bhuruth; David J. Evans 001 (Int. J. Comput. Math., 1996)

Fourth-order optimal iterative schemes for convection-diffusion equation. - Muddun Bhuruth (Int. J. Comput. Math., 1996)

Strides reduction algorithms for block tridiagonal linear systems. - Muddun Bhuruth; David J. Evans 001 (Int. J. Comput. Math., 1997)

Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes. - Muddun Bhuruth; David J. Evans 001 (Int. J. Comput. Math., 1997)

Restarted Simpler GMRES augmented with harmonic Ritz vectors. - Ravindra Boojhawon; Muddun Bhuruth (Future Gener. Comput. Syst., 2004)

Deflated GMRES Algorithms For Cyclically Reduced Three-Dimensional Convection-Diffusion Problems. - Ravindra Boojhawon; Muddun Bhuruth (CSC, 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 (CSC, 2005)

Symmetric Positive Definite Based Preconditioners For Discrete Convection-diffusion Problems. - Mohammad Sameer Sunhaloo; Muddun Bhuruth (CSC, 2006)

Analysis of a Fourth-Order Scheme for a Three-Dimensional Convection-Diffusion Model Problem. - Ashvin Gopaul; Muddun Bhuruth (SIAM J. Sci. Comput., 2006)

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 (CSC, 2008)

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)

A new method for accelerating Arnoldi algorithms for large scale Eigenproblems. - Kumar Dookhitram; Ravindra Boojhawon; Muddun Bhuruth (Math. Comput. Simul., 2009)

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

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-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems. - Kumar Dookhitram; Ravindra Boojhawon; Ashvin Gopaul; Muddun Bhuruth (Numer. Algorithms, 2011)

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)

Option Pricing under an Exponential Lévy Model Using Mathematica. - Aslam Aly El-Faïdal Saib; Arshad Ahmud Iqbal Peer; Muddun Bhuruth (ICCSA (5), 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)

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)

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

Krylov subspace method for fuzzy eigenvalue problem. - Pillay Kanaksabee; Kumar Dookhitram; Muddun Bhuruth (J. Intell. Fuzzy Syst., 2014)

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)

Fully fuzzy Sylvester matrix equation. - Kumar Dookhitram; M. R. Lollchund; Rakesh Kumar Tripathi; Muddun Bhuruth (J. Intell. Fuzzy Syst., 2015)

Fast quadrature methods for options with discrete dividends. - Deeveya Thakoor; Muddun Bhuruth (J. Comput. Appl. Math., 2018)

New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems. - Nawdha Thakoor; Muddun Bhuruth (J. Comput. Sci., 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)

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)