Nawdha Thakoor

Available identifiers

Publication	Date of Publication	Type
A new analytical approach for the local radial point interpolation discretisation in space and applications to high-order in time schemes for two-dimensional fractional PDEs	2024-05-15	Paper
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility	2023-05-22	Paper
SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL	2021-10-26	Paper
Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems	2020-10-07	Paper
A spectral element method for option pricing under regime-switching with jumps	2020-06-16	Paper
COS method for option pricing under a regime-switching model with time-changed Lévy processes	2018-11-14	Paper
RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility	2018-08-15	Paper
Efficient and high accuracy pricing of barrier options under the CEV diffusion	2014-07-23	Paper
Numerical pricing of financial derivatives using Jain's high-order compact scheme	2013-12-11	Paper
A new fourth-order numerical scheme for option pricing under the CEV model	2012-11-15	Paper

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