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Numerical pricing of American options under infinite activity Lévy processes
Rambeerich, Nisha; Tangman, Désiré Yannick; Bhuruth, … - In: The journal of futures markets 31 (2011) 9, pp. 809-829
Persistent link: https://www.econbiz.de/10009355804
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A general efficient framework for pricing options using exponential time integration schemes
Tangman, Yannick Desire; Boojhawon, Ravindra; Gopaul, Ashvin - In: Financial econometrics modeling : derivatives pricing, …, (pp. 70-89). 2011
Persistent link: https://www.econbiz.de/10008988012
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A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn; Tangman, Désiré Yannick; … - In: The journal of computational finance 18 (2014/2015) 4, pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
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A two-factor jump-diffusion model for pricing convertible bonds with default risk
Coonjobeharry, Radha Krishn; Tangman, Désiré Yannick; … - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-26
Persistent link: https://www.econbiz.de/10011572351
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A spectral approach to pricing of arbitrage-free sabr discrete barrier options
Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun - In: Computational economics 54 (2019) 3, pp. 1085-1111
Persistent link: https://www.econbiz.de/10012134509
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Range-curtailing for options with discrete dividend payments under general diffusions
Thakoor, Deeveya; Bhuruth, Muddun - In: The journal of derivatives : the official publication … 26 (2019) 4, pp. 9-34
Persistent link: https://www.econbiz.de/10012306182
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An options-pricing approach to forecasting the French presidential election
Fry, John; Hastings, Thomas; Binner, Jane M. - In: Journal of the Operational Research Society 76 (2025) 1, pp. 167-179
Persistent link: https://www.econbiz.de/10015188963