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Muddun Bhuruth

Muddun Bhuruth

University of Mauritius - Réduit / Mauritius
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 95187
Université de Maurice
person_outline Muddun Bhuruth's MOST POPULAR ARTICLES
1-) Numerical pricing of options using high-order compact finite difference schemes Journal of Computational and Applied Mathematics 218 (2), 270-280, 2008
2-) A fast high-order finite difference algorithm for pricing American options Journal of Computational and Applied Mathematics 222 (1), 17-29, 2008
3-) Exponential time integration and Chebychev discretisation schemes for fast pricing of options Applied Numerical Mathematics 58 (9), 1309-1319, 2008
4-) Exponential time integration for fast finite element solutions of some financial engineering problems Journal of Computational and Applied Mathematics 224 (2), 668-678, 2009
5-) High-order computational methods for option valuation under multifactor models European Journal of Operational Research 224 (1), 219-226, 2013