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Nawdha Thakoor

Observed names: N. THAKOOR, N. Thakoor, NAWDHA THAKOOR
Observed institution: University of Mauritius
ORCID: 0000-0002-2134-2056
Observed ORCID: 0000-0002-2134-2056
OpenAlex ID: A5049065599
COS method for option pricing under a regime-switching model with time-changed Lévy processes
2018 · G. Tour, N. Thakoor, et al. · Quantitative Finance · 41
RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility
2017 · Nawdha Thakoor, Désiré Yannick Tangman, et al. · Engineering Analysis with Boundary Elements · 23
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps
2020 · Geraldine Tour, Nawdha Thakoor, et al. · Journal of Scientific Computing · 19
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps
2019 · Geraldine Tour, Nawdha Thakoor, et al. · Journal of Computational Science · 19
A new fourth-order numerical scheme for option pricing under the CEV model
2012 · N. Thakoor, D.Y. Tangman, et al. · Applied Mathematics Letters · 19
Efficient and high accuracy pricing of barrier options under the CEV diffusion
2013 · Nawdha Thakoor, Désiré Yannick Tangman, et al. · Journal of Computational and Applied Mathematics · 17
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Spectrally Accurate Option Pricing Under the Time-fractional Black–scholes Model
2021 · GERALDINE TOUR, NAWDHA THAKOOR, et al. · ANZIAM Journal · 9
Fast approximations of bond option prices under CKLS models
2011 · D.Y. Tangman, N. Thakoor, et al. · Finance research letters · 9
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility
2022 · Jason Narsoo, Nawdha Thakoor, et al. · Engineering Analysis with Boundary Elements · 8
Fast Valuation of CEV American Options
2015 · Nawdha Thakoor, Désiré Yannick Tangman, et al. · Wilmott · 8
New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems
2019 · Nawdha Thakoor, Muddun Bhuruth · Journal of Computational Science · 7
Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems
2019 · Nawdha Thakoor · Computers & Mathematics with Applications · 5
Numerical pricing of financial derivatives using Jain’s high-order compact scheme
2012 · Nawdha Thakoor, Yannick Tangman, et al. · Mathematical sciences · 5
A Spectral Approach to Pricing of Arbitrage-Free SABR Discrete Barrier Options
2018 · Nawdha Thakoor, Désiré Yannick Tangman, et al. · Computational Economics · 4
A New Howard–Crandall–Douglas Algorithm for the American Option Problem in Computational Finance
2018 · Nawdha Thakoor, Dhiren Kumar Behera, et al. · Advances in intelligent systems and computing · 4
Deep neural networks for the valuation of equity and real-estate index American options under models with stochastic volatility
2025 · Bibi Sameenah Kauthar Bolaky, Jason Narsoo, et al. · China Finance Review International · 3
Localized Radial Basis Functions for No-arbitrage Pricing of Options Under Stochastic Alpha–beta–rho Dynamics
2021 · N. THAKOOR · ANZIAM Journal · 3
Howard’s algorithm for high-order approximations of American options under jump-diffusion models
2019 · Nawdha Thakoor, Dhiren Kumar Behera, et al. · International Journal of Data Science and Analytics · 3
Numerical PDE-Based Pricing of Convertible Bonds Under Two-Factor Models
2024 · Radha Krishn Coonjobeharry, Dhiren Kumar Behera, et al. · Contemporary Mathematics · 1
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A new analytical approach for the local radial point interpolation discretisation in space and applications to high-order in time schemes for two-dimensional fractional PDEs
2023 · Shilpa Selinska Gina Soopramanien, Nawdha Thakoor, et al. · Engineering Analysis with Boundary Elements · 1
A new computational technique based on localized radial basis functions for fractal subdiffusion
2023 · Nawdha Thakoor, Dhiren Kumar Behera · AIP conference proceedings · 1
A Compact-RBF-FD Scheme for Valuing Financial Derivatives Based on Short-Rate Models
2023 · Nawdha Thakoor · Lecture notes in computer science · 1
Finite Difference Solutions of the CEV PDE
2022 · Nawdha Thakoor · International Journal of Financial Markets and Derivatives · 1
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A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids
2022 · Nawdha Thakoor · Lecture notes in computer science · 1
Deep Neural Network-Based Solvers for Solving the Space-Fractional Diffusion Equation
2026 · Shilpa Selinska Gina Soopramanien, Nawdha Thakoor · International Conference on Next Generation Computing Applications (NextComp)
Works count: 29
Citation count: 212
H-index: 8
I10-index: 6
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