Nawdha Thakoor

According to our database, Nawdha Thakoor authored at least 9 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

A Compact-RBF-FD Scheme for Valuing Financial Derivatives Based on Short-Rate Models.

Nawdha Thakoor

Proceedings of the Computational Science and Its Applications - ICCSA 2023, 2023

2022

A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids.

Nawdha Thakoor

Proceedings of the Computational Science and Its Applications - ICCSA 2022 Workshops, 2022

2020

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

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

Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems.

Nawdha Thakoor

Comput. Math. Appl., 2019

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 fourth-order numerical scheme for option pricing under the CEV model.

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth

Appl. Math. Lett., 2013