Muddun Bhuruth

Publication Activity (10 Years)

Years Active: 1996-2020
Publications (10 Years): 6

Top Topics

Numerical Scheme

Diffusion Model

Top Venues

J. Comput. Sci.

J. Comput. Appl. Math.

Int. J. Comput. Math.

J. Intell. Fuzzy Syst.

Publications

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)
Nawdha Thakoor, Muddun Bhuruth
New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems. J. Comput. Sci. 36 (2019)
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)
Deeveya Thakoor, Muddun Bhuruth
Fast quadrature methods for options with discrete dividends. J. Comput. Appl. Math. 330 (2018)
Aslam Aly El-Faïdal Saib, Mohammad Sameer Sunhaloo, Muddun Bhuruth
A meshless method for Asian style options pricing under the Merton jump-diffusion model. Int. J. Comput. Math. 92 (12) (2015)
Kumar Dookhitram, M. R. Lollchund, Rakesh Kumar Tripathi, Muddun Bhuruth
Fully fuzzy Sylvester matrix equation. J. Intell. Fuzzy Syst. 28 (5) (2015)
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)
Pillay Kanaksabee, Kumar Dookhitram, Muddun Bhuruth
Krylov subspace method for fuzzy eigenvalue problem. J. Intell. Fuzzy Syst. 27 (2) (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)
Aslam Aly El-Faïdal Saib, Arshad Ahmud Iqbal Peer, Muddun Bhuruth
Option Pricing under an Exponential Lévy Model Using Mathematica. ICCSA (5) (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)
Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Kumar Dookhitram, Muddun Bhuruth
Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems. Appl. Math. Comput. 219 (10) (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)
Kumar Dookhitram, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth
A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems. Numer. Algorithms 56 (4) (2011)
Arshad Ahmud Iqbal Peer, M. Z. Dauhoo, Ashvin Gopaul, Muddun Bhuruth
A weighted ENO-flux limiter scheme for hyperbolic conservation laws. Int. J. Comput. Math. 87 (15) (2010)
Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth
On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems. J. Comput. Appl. Math. 234 (4) (2010)
Ravindra Boojhawon, Désiré Yannick Tangman, Kumar Dookhitram, Muddun Bhuruth
Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES. ICCSA (2) (2010)
Kumar Dookhitram, Ravindra Boojhawon, Muddun Bhuruth
A new method for accelerating Arnoldi algorithms for large scale Eigenproblems. Math. Comput. Simul. 80 (2) (2009)
Arshad Ahmud Iqbal Peer, M. Z. Dauhoo, Muddun Bhuruth
A method for improving the performance of the WENO5 scheme near discontinuities. Appl. Math. Lett. 22 (11) (2009)
Mohammad Sameer Sunhaloo, Ashvin Gopaul, Muddun Bhuruth
Convergence Analysis of a Two-Grid Iteration for a Compact Fourth-Order Scheme for a Model Convection-Diffusion Problem. CSC (2008)
Mohammad Sameer Sunhaloo, Muddun Bhuruth
Symmetric Positive Definite Based Preconditioners For Discrete Convection-diffusion Problems. CSC (2006)
Ashvin Gopaul, Muddun Bhuruth
Analysis of a Fourth-Order Scheme for a Three-Dimensional Convection-Diffusion Model Problem. SIAM J. Sci. Comput. 28 (6) (2006)
Mohammad Sameer Sunhaloo, Ashvin Gopaul, Ravindra Boojhawon, Muddun Bhuruth
Sparse Approximate Inverse Smoothing For Multigrid Solution of Nine-Point Approximations For Convection-Diffusion Problems. CSC (2005)
Ravindra Boojhawon, Muddun Bhuruth
Deflated GMRES Algorithms For Cyclically Reduced Three-Dimensional Convection-Diffusion Problems. CSC (2005)
Ravindra Boojhawon, Muddun Bhuruth
Restarted Simpler GMRES augmented with harmonic Ritz vectors. Future Gener. Comput. Syst. 20 (3) (2004)
Ravindra Boojhawon, Muddun Bhuruth
Restarted Simpler GMRES Augmented with Harmonic Ritz Vectors. International Conference on Computational Science (2) (2002)
Muddun Bhuruth, David J. Evans
Strides reduction algorithms for block tridiagonal linear systems. Int. J. Comput. Math. 64 (1-2) (1997)
Muddun Bhuruth, David J. Evans
Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes. Int. J. Comput. Math. 63 (1-2) (1997)
Muddun Bhuruth, David J. Evans
Block iterative methods for the nine-point approximation to the convection-diffusion equation. Int. J. Comput. Math. 61 (3-4) (1996)
Muddun Bhuruth
Fourth-order optimal iterative schemes for convection-diffusion equation. Int. J. Comput. Math. 60 (1-2) (1996)