Concepedia

Désiré Yannick Tangman

DY

14

Publications

471

Citations

14

H-Index

2007

Active since

Affiliations

University of Mauritius(Current)

University of Technology, Mauritius

Désiré Yannick Tangman is an author at University of Mauritius specializing in option pricing, engineering, and numerical analysis.

Top concepts

Option PricingEngineeringNumerical AnalysisBusinessAsset PricingFinanceApproximation TheoryStochastic CalculusFinancial EngineeringMathematical Programming

Publications per year

2007–2020

14

Publications

14

Numerical pricing of options using high-order compact finite difference schemes

Désiré Yannick Tangman, Ashvin Gopaul, Muddun Bhuruth · Journal of Computational and Applied Mathematics · 2007 · 80 citations

Numerical Analysis, Option Pricing, Numerical Computation +4

A fast high-order finite difference algorithm for pricing American options

Désiré Yannick Tangman, Ashvin Gopaul, Muddun Bhuruth · Journal of Computational and Applied Mathematics · 2007 · 69 citations

Numerical Analysis, Option Pricing, Numerical Computation +4

Exponential time integration and Chebychev discretisation schemes for fast pricing of options

Désiré Yannick Tangman, Ashvin Gopaul, Muddun Bhuruth · Applied Numerical Mathematics · 2007 · 53 citations

Option Pricing, Computational Finance, Engineering +9

Exponential time integration for fast finite element solutions of some financial engineering problems

Nisha Rambeerich, Désiré Yannick Tangman, Ashvin Gopaul et al. · Journal of Computational and Applied Mathematics · 2008 · 38 citations

Numerical Analysis, Finite Element Method, Method Of Fundamental Solution +9

COS method for option pricing under a regime-switching model with time-changed Lévy processes

Geraldine Tour, Nawdha Thakoor, A.Q.M. Khaliq et al. · Quantitative Finance · 2018 · 38 citations

Engineering, Time Series Econometrics, Financial Mathematics +16

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