COS method for option pricing under a regime-switching model with time-changed Lévy processes von Tour, G., Thakoor, N., Khaliq, A. Q. M., Tangman, D. Y.

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

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