Désiré Yannick Tangman

Publication Activity (10 Years)

Years Active: 2010-2020
Publications (10 Years): 5

Top Topics

Diffusion Process

Top Venues

J. Comput. Appl. Math.

Int. J. Bus. Intell. Data Min.

Appl. Math. Lett.

Comput. Math. Appl.

Publications

Geraldine Tour, Nawdha Thakoor, Jingtang Ma, Désiré Yannick Tangman
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. J. Sci. Comput. 83 (3) (2020)
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) (2020)
Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps. J. Comput. Sci. 35 (2019)
Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman
A superconvergent partial differential equation approach to price variance swaps under regime switching models. J. Comput. Appl. Math. 318 (2017)
Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman
A high-order finite difference method for option valuation. Comput. Math. Appl. 74 (4) (2017)
Geraldine Tour, Désiré Yannick Tangman
Option pricing under a Markov modulated model using a cubic B-spline collocation method. Int. J. Bus. Intell. Data Min. 9 (4) (2014)
Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth
Efficient and high accuracy pricing of barrier options under the CEV diffusion. J. Comput. Appl. Math. 259 (2014)
Geraldine Tour, Désiré Yannick Tangman
Cubic B-Spline Collocation Method for Pricing Path Dependent Options. ICCSA (6) (2014)
Radha Krishn Coonjobeharry, Désiré Yannick Tangman, Muddun Bhuruth
A new high-order compact scheme for American options under jump-diffusion processes. Int. J. Bus. Intell. Data Min. 8 (4) (2013)
Nisha Rambeerich, Désiré Yannick Tangman, M. R. Lollchund, Muddun Bhuruth
High-order computational methods for option valuation under multifactor models. Eur. J. Oper. Res. 224 (1) (2013)
Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth
A new fourth-order numerical scheme for option pricing under the CEV model. Appl. Math. Lett. 26 (1) (2013)
Aslam Aly El-Faïdal Saib, Désiré Yannick Tangman, Muddun Bhuruth
A new radial basis functions method for pricing American options under Merton's jump-diffusion model. Int. J. Comput. Math. 89 (9) (2012)
Ravindra Boojhawon, Désiré Yannick Tangman, Kumar Dookhitram, Muddun Bhuruth
Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES. ICCSA (2) (2010)