Muddun Bhuruth

Available identifiers

zbMath Open bhuruth.muddunMaRDI QIDQ387080

List of research outcomes

Publication	Date of Publication	Type
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility	2023-05-22	Paper
RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility	2018-08-15	Paper
Fast quadrature methods for options with discrete dividends	2017-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q5298461	2016-12-15	Paper
A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK	2016-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q2823156	2016-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q2823157	2016-10-06	Paper
A meshless method for Asian style options pricing under the Merton jump-diffusion model	2016-04-29	Paper
Convergence of Arnoldi's method for generalized eigenvalue problems	2015-08-04	Paper
Krylov subspace method for fuzzy eigenvalue problem	2015-02-17	Paper
High-order computational methods for option valuation under multifactor models	2014-07-27	Paper
Efficient and high accuracy pricing of barrier options under the CEV diffusion	2014-07-23	Paper
Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems	2014-01-31	Paper
Numerical pricing of financial derivatives using Jain's high-order compact scheme	2013-12-11	Paper
A hybrid ENO reconstruction with limiters for systems of hyperbolic conservation laws	2013-12-11	Paper
A new radial basis functions method for pricing American options under Merton's jump-diffusion model	2013-01-22	Paper
A new fourth-order numerical scheme for option pricing under the CEV model	2012-11-15	Paper
A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems	2011-04-08	Paper
A weighted ENO-flux limiter scheme for hyperbolic conservation laws	2011-01-20	Paper
On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems	2010-05-17	Paper
Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES	2010-04-16	Paper
Analysis of a Semi-Circulant Preconditioner for a High-Order Compact Approximation of a Convection-Diffusion Model Problem	2010-01-22	Paper
A new method for accelerating Arnoldi algorithms for large scale eigenproblems	2009-11-16	Paper
A method for improving the performance of the WENO5 scheme near discontinuities	2009-11-13	Paper
Exponential time integration for fast finite element solutions of some financial engineering problems	2009-02-25	Paper
Analysis of incomplete factorizations for a nine-point approximation to a convection-diffusion model problem	2009-02-25	Paper
A fast high-order finite difference algorithm for pricing American options	2008-11-06	Paper
Exponential time integration and Chebychev discretisation schemes for fast pricing of options	2008-09-01	Paper
Numerical pricing of options using high-order compact finite difference schemes	2008-07-11	Paper
A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws	2008-04-28	Paper
Analysis of a Fourth‐Order Scheme for a Three‐Dimensional Convection‐Diffusion Model Problem	2007-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4737762	2004-08-11	Paper
Fourth-order optimal iterative schemes for convection-diffusion equation	2002-12-19	Paper
Block iterative methods for the nine-point approximation to the convection-diffusion equation	2002-12-19	Paper
Analysis of algebraic systems arising from fourth‐order compact discretizations of convection‐diffusion equations	2002-07-01	Paper
A note on Hermitian splitting induced relaxation methods for convection-diffusion equations	1999-11-22	Paper
Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes	1998-01-08	Paper
Strides reduction algorithms for block tridiagonal linear systems	1997-08-07	Paper

Research outcomes over time

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