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Nisha Rambeerich
Publication Activity (10 Years)
Years Active: 2013-2016
Publications (10 Years): 1
Top Topics
Finite Element
Computational Methods
Pairwise
High Order
Top Venues
J. Comput. Appl. Math.
Eur. J. Oper. Res.
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Publications
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Nisha Rambeerich
,
Athanasios A. Pantelous
A high order finite element scheme for pricing options under regime switching jump diffusion processes.
J. Comput. Appl. Math.
300 (2016)
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)