Author/Creator: Thakoor, Nawdha - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Thakoor, Nawdha

1. Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems. (15th December 2019)

Authors:: Thakoor, Nawdha
Journal:: Computers & mathematics with applications
Issue:: Volume 78:issue 12(2019)
Page Start:: 3770
Record Type:: Journal Article
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2. Bond pricing under the generalised Black-Karasinski models. (2017)

Authors:: Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun
Journal:: International journal of financial markets and derivatives
Issue:: Volume 6:Number 1(2017)
Page Start:: 57
Record Type:: Journal Article
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3. Fast Valuation of CEV American Options. Issue 75 (January 2015)

Authors:: Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun
Journal:: Wilmott
Issue:: Volume 2014:Issue 75(2015:Jan.)
Page Start:: 54
Record Type:: Journal Article
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4. Fast Valuation of CEV American Options. Issue 75 (January 2015)

Authors:: Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun
Journal:: Wilmott
Issue:: Volume 2014:Issue 75(2015:Jan.)
Page Start:: 54
Record Type:: Journal Article
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5. Finite difference solutions of the CEV PDE. (14th February 2023)

Authors:: Thakoor, Nawdha
Journal:: International journal of financial markets and derivatives
Issue:: Volume 9:Number 1/2(2023)
Page Start:: 59
Record Type:: Journal Article
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6. High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility. (January 2023)

Authors:: Narsoo, Jason; Thakoor, Nawdha; Tangman, Yannick Désiré; Bhuruth, Muddun
Journal:: Engineering analysis with boundary elements
Issue:: Volume 146(2023)
Page Start:: 869
Record Type:: Journal Article
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7. RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility. (July 2018)

Authors:: Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun
Journal:: Engineering analysis with boundary elements
Issue:: Volume 92(2018)
Page Start:: 207
Record Type:: Journal Article
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