Concepedia

Ashvin Gopaul

AG

Statistics

Publications

7

Citations

294

H-Index

7

Active since

2006

Affiliations

University of Mauritius(Current)

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

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Publications per year

2006–2014

7

Publications

7

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

, , +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

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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

, , +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

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Analysis of a Fourth‐Order Scheme for a Three‐Dimensional Convection‐Diffusion Model Problem

Ashvin Gopaul, Muddun Bhuruth · SIAM Journal on Scientific Computing · 2006 · 24 citations

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