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Nawdha Thakoor
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Journal Articles
- 2020
- [j7]Nawdha Thakoor
, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth
Howard's algorithm for high-order approximations of American options under jump-diffusion models. Int. J. Data Sci. Anal. 10(2): 193-203 (2020) - [j6]Geraldine Tour, Nawdha Thakoor
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. J. Sci. Comput. 83(3): 61 (2020) - 2019
- [j5]Nawdha Thakoor
Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems. Comput. Math. Appl. 78(12): 3770-3789 (2019) - [j4]Geraldine Tour, Nawdha Thakoor
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps. J. Comput. Sci. 35: 25-43 (2019) - [j3]Nawdha Thakoor
New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems. J. Comput. Sci. 36 (2019) - 2014
- [j2]Nawdha Thakoor
Efficient and high accuracy pricing of barrier options under the CEV diffusion. J. Comput. Appl. Math. 259: 182-193 (2014) - 2013
- [j1]Nawdha Thakoor
A new fourth-order numerical scheme for option pricing under the CEV model. Appl. Math. Lett. 26(1): 160-164 (2013)
Conference and Workshop Papers
- 2023
- [c2]Nawdha Thakoor
A Compact-RBF-FD Scheme for Valuing Financial Derivatives Based on Short-Rate Models. ICCSA (1) 2023: 139-151 - 2022
- [c1]Nawdha Thakoor
A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids. ICCSA (Workshops 1) 2022: 435-449
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