Concepedia

Nawdha Thakoor

NT

6

Publications

130

Citations

6

H-Index

2012

Active since

Affiliations

University of Mauritius(Current)

Nawdha Thakoor is an author at University of Mauritius specializing in option pricing, business, and asset pricing.

Top concepts

Option PricingBusinessAsset PricingFinanceEngineeringFinancial EngineeringNumerical AnalysisStochastic CalculusStatisticsEconometrics

Publications per year

2012–2020

6

Publications

6

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

RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth · Engineering Analysis with Boundary Elements · 2017 · 23 citations

Option Pricing, Computational Finance, Asset Pricing +9

A new fourth-order numerical scheme for option pricing under the CEV model

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth · Applied Mathematics Letters · 2012 · 19 citations

Numerical Analysis, Option Pricing, Derivative Pricing +1

A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps

Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman et al. · Journal of Computational Science · 2019 · 18 citations

Option Pricing, Multivariate Stochastic Volatility, Engineering +10

Efficient and high accuracy pricing of barrier options under the CEV diffusion

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth · Journal of Computational and Applied Mathematics · 2013 · 16 citations

Rows per page

1–5 of 6