A fast high-order finite difference algorithm for pricing American options von Tangman, D.Y., Gopaul, A., Bhuruth, M.

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Numerical pricing of options using high-order compact finite difference schemes von TANGMAN, D. Y, GOPAUL, A, BHURUTH, M

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High-order computational methods for option valuation under multifactor models von Rambeerich, N., Tangman, D.Y., Lollchund, M.R., Bhuruth, M.

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Exponential time integration and Chebychev discretisation schemes for fast pricing of options von Tangman, D.Y., Gopaul, A., Bhuruth, M.

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Exponential time integration for fast finite element solutions of some financial engineering problems von Rambeerich, N., Tangman, D.Y., Gopaul, A., Bhuruth, M.

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A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws von Peer, A.A.I., Gopaul, A., Dauhoo, M.Z., Bhuruth, M.

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On block-circulant preconditioners for high-order compact approximations of convection–diffusion problems von Sunhaloo, M.S., Boojhawon, R., Gopaul, A., Bhuruth, M.

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A method for improving the performance of the WENO5 scheme near discontinuities von Peer, A.A.I., Dauhoo, M.Z., Bhuruth, M.

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Restarted Simpler GMRES augmented with harmonic Ritz vectors von Boojhawon, Ravindra, Bhuruth, Muddun

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Analysis of incomplete factorizations for a nine-point approximation to a convection–diffusion model problem von Gopaul, A., Sunhaloo, M.S., Boojhawon, R., Bhuruth, M.

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Fast approximations of bond option prices under CKLS models von Tangman, D.Y., Thakoor, N., Dookhitram, K., Bhuruth, M.

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A new fourth-order numerical scheme for option pricing under the CEV model von Thakoor, N., Tangman, D.Y., Bhuruth, M.

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Analysis of a Semi-Circulant Preconditioner for a High-Order Compact Approximation of a Convection-Diffusion Model Problem von Boojhawon, R, Tangman, Y D, Bhuruth, M, Sunhaloo, M S

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A new method for accelerating Arnoldi algorithms for large scale eigenproblems von Dookhitram, K., Boojhawon, R., Bhuruth, M.

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Preconditioned iterative methods for the nine-point approximation to the convection–diffusion equation von Bhuruth, M., Jain, M.K., Gopaul, A.

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Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes von Bhuruth, M., Evans, D.J.

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Strides reduction algorithms for block tridiagonal linear systems von Bhuruth, M., Evans, D. J.

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Block iterative methods for the nine-point approximation to the convection-diffusion equation von Bhuruth, M., Evans, D.J.

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A note on Hermitian splitting induced relaxation methods for convection-diffusion equations von Bhuruth, Muddun

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Analysis of algebraic systems arising from fourth-order compact discretizations of convection-diffusion equations von Gopaul, Ashvin, Bhuruth, Muddun

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