A new fourth-order numerical scheme for option pricing under the CEV model. - Nawdha Thakoor; Désiré Yannick Tangman; Muddun Bhuruth (Appl. Math. Lett., 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)

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)

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)

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)

A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids. - Nawdha Thakoor (ICCSA (Workshops 1), 2022)

A Compact-RBF-FD Scheme for Valuing Financial Derivatives Based on Short-Rate Models. - Nawdha Thakoor (ICCSA (1), 2023)