Concepedia

Muddun Bhuruth

MB

18

Publications

529

Citations

16

H-Index

2004

Active since

Affiliations

University of Mauritius(Current)

University of Technology, Mauritius

Muddun Bhuruth is an author at University of Mauritius specializing in numerical analysis, engineering, and option pricing.

Top concepts

Numerical AnalysisEngineeringOption PricingBusinessFinanceAsset PricingApproximation TheoryMathematical ProgrammingSpectral TheoryInverse Problems

Publications per year

2004–2019

18

Publications

18

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

A new radial basis functions method for pricing American options under Merton's jump-diffusion model

Aslam Aly El Faidal Saib, Désiré Yannick Tangman, Muddun Bhuruth · International Journal of Computer Mathematics · 2012 · 35 citations

Numerical Analysis, Engineering, American Options +16

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