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 high order finite element scheme for pricing options under regime switching jump diffusion processes. - Nisha Rambeerich; Athanasios A. Pantelous (J. Comput. Appl. Math., 2016)