Désiré Yannick Tangman

Désiré Yannick Tangman

University of Mauritius - Moka / Mauritius
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 106278
Université de Maurice
person_outline Désiré Yannick Tangman's MOST POPULAR ARTICLES
1-) Numerical pricing of options using high-order compact finite difference schemesDY Tangman, A Gopaul, M BhuruthJournal of Computational and Applied Mathematics 218 (2), 270-280, 20081052008
2-) A fast high-order finite difference algorithm for pricing American optionsDY Tangman, A Gopaul, M BhuruthJournal of Computational and Applied Mathematics 222 (1), 17-29, 2008912008
3-) Exponential time integration and Chebychev discretisation schemes for fast pricing of optionsDY Tangman, A Gopaul, M BhuruthApplied Numerical Mathematics 58 (9), 1309-1319, 2008682008
4-) Exponential time integration for fast finite element solutions of some financial engineering problemsN Rambeerich, DY Tangman, A Gopaul, M BhuruthJournal of Computational and Applied Mathematics 224 (2), 668-678, 2009442009
5-) COS method for option pricing under a regime-switching model with time-changed Lévy processesG Tour, N Thakoor, AQM Khaliq, DY TangmanQuantitative Finance 18 (4), 673-692, 2018412018