Désiré Yannick Tangman

13 papers Journal 11Unranked 2
YearRankTypeTitle / Venue / Authors
2020 J jnl
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps.
J. Sci. Comput.
Geraldine Tour, Nawdha Thakoor, Jingtang Ma, Désiré Yannick Tangman
2020 J jnl
Howard's algorithm for high-order approximations of American options under jump-diffusion models.
Int. J. Data Sci. Anal.
Nawdha Thakoor, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth
2019 J jnl
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps.
J. Comput. Sci.
Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth
2017 J jnl
A high-order finite difference method for option valuation.
Comput. Math. Appl.
Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman
2017 J jnl
A superconvergent partial differential equation approach to price variance swaps under regime switching models.
J. Comput. Appl. Math.
Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman
2014 — conf
Cubic B-Spline Collocation Method for Pricing Path Dependent Options.
ICCSA (6)
Geraldine Tour, Désiré Yannick Tangman
2014 J jnl
Efficient and high accuracy pricing of barrier options under the CEV diffusion.
J. Comput. Appl. Math.
Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth
2014 J jnl
Option pricing under a Markov modulated model using a cubic B-spline collocation method.
Int. J. Bus. Intell. Data Min.
Geraldine Tour, Désiré Yannick Tangman
2013 J jnl
A new fourth-order numerical scheme for option pricing under the CEV model.
Appl. Math. Lett.
Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth
2013 J jnl
A new high-order compact scheme for American options under jump-diffusion processes.
Int. J. Bus. Intell. Data Min.
Radha Krishn Coonjobeharry, Désiré Yannick Tangman, Muddun Bhuruth
2013 J jnl
High-order computational methods for option valuation under multifactor models.
Eur. J. Oper. Res.
Nisha Rambeerich, Désiré Yannick Tangman, M. R. Lollchund, Muddun Bhuruth
2012 J jnl
A new radial basis functions method for pricing American options under Merton's jump-diffusion model.
Int. J. Comput. Math.
Aslam Aly El-Faïdal Saib, Désiré Yannick Tangman, Muddun Bhuruth
2010 — conf
Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES.
ICCSA (2)
Ravindra Boojhawon, Désiré Yannick Tangman, Kumar Dookhitram, Muddun Bhuruth