E. Ngounda

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
Limitations and improvements of standard spectral methods for pricing standard options International Journal of Advances in Engineering Sciences and Applied Mathematics	2016-08-03	Paper
A Laplace transform approach for pricing European options Springer Proceedings in Mathematics & Statistics	2016-04-22	Paper
A fully spectral collocation method for pricing European style standard and nonstandard options	2015-10-09	Paper
Rational spectral collocation method for pricing American vanilla and butterfly spread options Finite Difference Methods,Theory and Applications	2015-08-20	Paper
Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model Numerical Methods for Partial Differential Equations	2014-08-11	Paper
A robust spectral method for solving Heston's model Journal of Optimization Theory and Applications	2014-06-30	Paper
Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options ETNA - Electronic Transactions on Numerical Analysis	2014-05-14	Paper
Contour integral method for European options with jumps Communications in Nonlinear Science and Numerical Simulation	2014-01-10	Paper
Contour integral method for European options with jumps Communications in Nonlinear Science and Numerical Simulation	2014-01-10	Paper

Research outcomes over time

This page was built for person: E. Ngounda