Muddun Bhuruth

31 papers Misc 1Journal 24Unranked 6

Year	Rank	Type	Title / Venue / Authors
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
2019	J	`jnl`	New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems. J. Comput. Sci. Nawdha Thakoor, Muddun Bhuruth
2018	J	`jnl`	Fast quadrature methods for options with discrete dividends. J. Comput. Appl. Math. Deeveya Thakoor, Muddun Bhuruth
2015	J	`jnl`	A meshless method for Asian style options pricing under the Merton jump-diffusion model. Int. J. Comput. Math. Aslam Aly El-Faïdal Saib, Mohammad Sameer Sunhaloo, Muddun Bhuruth
2015	J	`jnl`	Fully fuzzy Sylvester matrix equation. J. Intell. Fuzzy Syst. Kumar Dookhitram, M. R. Lollchund, Rakesh Kumar Tripathi, Muddun Bhuruth
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`	Krylov subspace method for fuzzy eigenvalue problem. J. Intell. Fuzzy Syst. Pillay Kanaksabee, Kumar Dookhitram, Muddun Bhuruth
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
2013	—	`conf`	Option Pricing under an Exponential Lévy Model Using Mathematica. ICCSA (5) Aslam Aly El-Faïdal Saib, Arshad Ahmud Iqbal Peer, Muddun Bhuruth
2013	J	`jnl`	Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems. Appl. Math. Comput. Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Kumar Dookhitram, 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
2011	J	`jnl`	A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems. Numer. Algorithms Kumar Dookhitram, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth
2010	J	`jnl`	A weighted ENO-flux limiter scheme for hyperbolic conservation laws. Int. J. Comput. Math. Arshad Ahmud Iqbal Peer, Muhammad Zaid Dauhoo, Ashvin Gopaul, 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
2010	J	`jnl`	On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems. J. Comput. Appl. Math. Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth
2009	J	`jnl`	A method for improving the performance of the WENO5 scheme near discontinuities. Appl. Math. Lett. Arshad Ahmud Iqbal Peer, Muhammad Zaid Dauhoo, Muddun Bhuruth
2009	J	`jnl`	A new method for accelerating Arnoldi algorithms for large scale Eigenproblems. Math. Comput. Simul. Kumar Dookhitram, Ravindra Boojhawon, Muddun Bhuruth
2008	—	`conf`	Convergence Analysis of a Two-Grid Iteration for a Compact Fourth-Order Scheme for a Model Convection-Diffusion Problem. CSC Mohammad Sameer Sunhaloo, Ashvin Gopaul, Muddun Bhuruth
2006	J	`jnl`	Analysis of a Fourth-Order Scheme for a Three-Dimensional Convection-Diffusion Model Problem. SIAM J. Sci. Comput. Ashvin Gopaul, Muddun Bhuruth
2006	—	`conf`	Symmetric Positive Definite Based Preconditioners For Discrete Convection-diffusion Problems. CSC Mohammad Sameer Sunhaloo, Muddun Bhuruth
2005	—	`conf`	Deflated GMRES Algorithms For Cyclically Reduced Three-Dimensional Convection-Diffusion Problems. CSC Ravindra Boojhawon, Muddun Bhuruth
2005	—	`conf`	Sparse Approximate Inverse Smoothing For Multigrid Solution of Nine-Point Approximations For Convection-Diffusion Problems. CSC Mohammad Sameer Sunhaloo, Ashvin Gopaul, Ravindra Boojhawon, Muddun Bhuruth
2004	J	`jnl`	Restarted Simpler GMRES augmented with harmonic Ritz vectors. Future Gener. Comput. Syst. Ravindra Boojhawon, Muddun Bhuruth
2002	Misc	`conf`	Restarted Simpler GMRES Augmented with Harmonic Ritz Vectors. International Conference on Computational Science (2) Ravindra Boojhawon, Muddun Bhuruth
1997	J	`jnl`	Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes. Int. J. Comput. Math. Muddun Bhuruth, David J. Evans
1997	J	`jnl`	Strides reduction algorithms for block tridiagonal linear systems. Int. J. Comput. Math. Muddun Bhuruth, David J. Evans
1996	J	`jnl`	Block iterative methods for the nine-point approximation to the convection-diffusion equation. Int. J. Comput. Math. Muddun Bhuruth, David J. Evans
1996	J	`jnl`	Fourth-order optimal iterative schemes for convection-diffusion equation. Int. J. Comput. Math. Muddun Bhuruth