| Numerical pricing of options using high-order compact finite difference schemes DY Tangman, A Gopaul, M Bhuruth Journal of Computational and Applied Mathematics 218 (2), 270-280, 2008 | 111 | 2008 |
| A fast high-order finite difference algorithm for pricing American options DY Tangman, A Gopaul, M Bhuruth Journal of Computational and Applied Mathematics 222 (1), 17-29, 2008 | 99 | 2008 |
| Exponential time integration and Chebychev discretisation schemes for fast pricing of options DY Tangman, A Gopaul, M Bhuruth Applied Numerical Mathematics 58 (9), 1309-1319, 2008 | 73 | 2008 |
| Exponential time integration for fast finite element solutions of some financial engineering problems N Rambeerich, DY Tangman, A Gopaul, M Bhuruth Journal of Computational and Applied Mathematics 224 (2), 668-678, 2009 | 44 | 2009 |
| High-order computational methods for option valuation under multifactor models N Rambeerich, DY Tangman, MR Lollchund, M Bhuruth European Journal of Operational Research 224 (1), 219-226, 2013 | 38 | 2013 |
| A new radial basis functions method for pricing American options under Merton's jump-diffusion model AAEF Saib, DY Tangman, M Bhuruth International Journal of Computer Mathematics 89 (9), 1164-1185, 2012 | 35 | 2012 |
| A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws AAI Peer, A Gopaul, MZ Dauhoo, M Bhuruth Applied Numerical Mathematics 58 (5), 674-688, 2008 | 33 | 2008 |
| Forecasting exchange rates with linear and nonlinear models RK Bissoondeeal, JM Binner, M Bhuruth, A Gazely, VP Mootanah Global Business and Economics Review 10 (4), 414-429, 2008 | 33 | 2008 |
| Analysis of a fourth-order scheme for a three-dimensional convection-diffusion model problem A Gopaul, M Bhuruth SIAM Journal on Scientific Computing 28 (6), 2075-2094, 2006 | 30 | 2006 |
| Efficient and high accuracy pricing of barrier options under the CEV diffusion N Thakoor, DY Tangman, M Bhuruth Journal of Computational and Applied Mathematics 259, 182-193, 2014 | 25 | 2014 |
| Fully fuzzy Sylvester matrix equation K Dookhitram, R Lollchund, RK Tripathi, M Bhuruth Journal of Intelligent & Fuzzy Systems 28 (5), 2199-2211, 2015 | 24 | 2015 |
| A new fourth-order numerical scheme for option pricing under the CEV model N Thakoor, DY Tangman, M Bhuruth Applied Mathematics Letters 26 (1), 160-164, 2013 | 24 | 2013 |
| Fast simplified approaches to Asian option pricing DY Tangman, AAI Peer, N Rambeerich, M Bhuruth The Journal of Computational Finance 14 (4), 3, 2011 | 23 | 2011 |
| RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility N Thakoor, DY Tangman, M Bhuruth Engineering Analysis with Boundary Elements 92, 207-217, 2018 | 21 | 2018 |
| A new method for accelerating Arnoldi algorithms for large scale eigenproblems K Dookhitram, R Boojhawon, M Bhuruth Mathematics and Computers in Simulation 80 (2), 387-401, 2009 | 21 | 2009 |
| A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps G Tour, N Thakoor, DY Tangman, M Bhuruth Journal of Computational Science 35, 25-43, 2019 | 19 | 2019 |
| Restarted simpler GMRES augmented with harmonic Ritz vectors R Boojhawon, M Bhuruth Future Generation Computer Systems 20 (3), 389-397, 2004 | 19 | 2004 |
| A method for improving the performance of the WENO5 scheme near discontinuities AAI Peer, MZ Dauhoo, M Bhuruth Applied mathematics letters 22 (11), 1730-1733, 2009 | 17 | 2009 |
| Numerical pricing of American options under infinite activity Lévy processes N Rambeerich, DY Tangman, M Bhuruth Journal of Futures Markets 31 (9), 809-829, 2011 | 14 | 2011 |
| Fast valuation of CEV American options N Thakoor, DY Tangman, M Bhuruth Wilmott 2015 (75), 54-61, 2015 | 13 | 2015 |
