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Geraldine Tour
Publication Activity (10 Years)
Years Active: 2014-2020
Publications (10 Years): 2
Top Topics
Basis Functions
Option Pricing
Pairwise
Bayesian Logistic Regression
Top Venues
J. Comput. Sci.
Int. J. Bus. Intell. Data Min.
J. Sci. Comput.
ICCSA (6)
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Publications
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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)
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)
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)
Geraldine Tour
,
Désiré Yannick Tangman
Cubic B-Spline Collocation Method for Pricing Path Dependent Options.
ICCSA (6)
(2014)