Nawdha Thakoor

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 Engineering Analysis with Boundary Elements	2024-05-15	Paper
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility Engineering Analysis with Boundary Elements	2023-05-22	Paper
Spectrally accurate option pricing under the time-fractional Black-Scholes model The ANZIAM Journal	2021-10-26	Paper
Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems Computers & Mathematics with Applications	2020-10-07	Paper
A spectral element method for option pricing under regime-switching with jumps Journal of Scientific Computing	2020-06-16	Paper
COS method for option pricing under a regime-switching model with time-changed Lévy processes Quantitative Finance	2018-11-14	Paper
RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility Engineering Analysis with Boundary Elements	2018-08-15	Paper
Efficient and high accuracy pricing of barrier options under the CEV diffusion Journal of Computational and Applied Mathematics	2014-07-23	Paper
Numerical pricing of financial derivatives using Jain's high-order compact scheme Mathematical Sciences	2013-12-11	Paper
A new fourth-order numerical scheme for option pricing under the CEV model Applied Mathematics Letters	2012-11-15	Paper

Research outcomes over time

This page was built for person: Nawdha Thakoor