Nawdha Thakoor

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 7

Top Topics

Interpolation Method

Top Venues

J. Comput. Sci.

Appl. Math. Lett.

Comput. Math. Appl.

Publications

Nawdha Thakoor
A Compact-RBF-FD Scheme for Valuing Financial Derivatives Based on Short-Rate Models. ICCSA (1) (2023)
Nawdha Thakoor
A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids. ICCSA (Workshops 1) (2022)
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)
Nawdha Thakoor, Muddun Bhuruth
New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems. J. Comput. Sci. 36 (2019)
Nawdha Thakoor
Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems. Comput. Math. Appl. 78 (12) (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)
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)
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)