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Author

Muddun Bhuruth

Observed names: M Bhuruth, M. Bhuruth, MUDDUN BHURUTH
ORCID: 0000-0003-4233-9937
Observed ORCID: 0000-0003-4233-9937
OpenAlex ID: A5024568720
Numerical pricing of options using high-order compact finite difference schemes
2007 · D.Y. Tangman, A. Gopaul, et al. · Journal of Computational and Applied Mathematics · 88
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A fast high-order finite difference algorithm for pricing American options
2007 · D.Y. Tangman, A. Gopaul, et al. · Journal of Computational and Applied Mathematics · 67
Exponential time integration and Chebychev discretisation schemes for fast pricing of options
2007 · D.Y. Tangman, A. Gopaul, et al. · Applied Numerical Mathematics · 53
Exponential time integration for fast finite element solutions of some financial engineering problems
2008 · N. Rambeerich, D.Y. Tangman, et al. · Journal of Computational and Applied Mathematics · 40
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A new radial basis functions method for pricing American options under Merton's jump-diffusion model
2012 · A. A.E.F. Saib, D. Y. Tangman, et al. · International Journal of Computer Mathematics · 35
High-order computational methods for option valuation under multifactor models
2012 · N. Rambeerich, D.Y. Tangman, et al. · European Journal of Operational Research · 30
Forecasting exchange rates with linear and nonlinear models
2008 · Rakesh K. Bissoondeeal, Jane M. Binner, et al. · Global Business and Economics Review · 26
Analysis of a Fourth‐Order Scheme for a Three‐Dimensional Convection‐Diffusion Model Problem
2006 · Ashvin Gopaul, Muddun Bhuruth · SIAM Journal on Scientific Computing · 24
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 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
A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws
2007 · A.A.I. Peer, A. Gopaul, et al. · Applied Numerical Mathematics · 19
Fast simplified approaches to Asian option pricing
2011 · D Tangman, A. Peer, et al. · The Journal of Computational Finance · 18
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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A new method for accelerating Arnoldi algorithms for large scale eigenproblems
2009 · K. Dookhitram, R. Boojhawon, et al. · Mathematics and Computers in Simulation · 16
Restarted Simpler GMRES augmented with harmonic Ritz vectors
2003 · Ravindra Boojhawon, Muddun Bhuruth · Future Generation Computer Systems · 16
Fully fuzzy Sylvester matrix equation
2015 · Kumar Dookhitram, Roddy Lollchund, et al. · Journal of Intelligent & Fuzzy Systems · 15
A method for improving the performance of the WENO5 scheme near discontinuities
2009 · A.A.I. Peer, M.Z. Dauhoo, et al. · Applied Mathematics Letters · 13
Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes
1997 · M. Bhuruth, D.J. Evans · International Journal of Computer Mathematics · 10
Fast approximations of bond option prices under CKLS models
2011 · D.Y. Tangman, N. Thakoor, et al. · Finance research letters · 9
A weighted ENO-flux limiter scheme for hyperbolic conservation laws
2010 · A. A.I. Peer, M. Z. Dauhoo, et al. · International Journal of Computer Mathematics · 9
Block iterative methods for the nine-point approximation to the convection-diffusion equation
1996 · M. Bhuruth, D.J. Evans · International Journal of Computer Mathematics · 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 quadrature methods for options with discrete dividends
2017 · Deeveya Thakoor, Muddun Bhuruth · Journal of Computational and Applied Mathematics · 8
Fast Valuation of CEV American Options
2015 · Nawdha Thakoor, Désiré Yannick Tangman, et al. · Wilmott · 8
Works count: 71
Citation count: 687
H-index: 16
I10-index: 19
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