Concepedia

Geraldine Tour

GT

3

Publications

72

Citations

3

H-Index

2018

Active since

Affiliations

University of Mauritius(Current)

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

ORCID

Top concepts

Publications per year

2018–2020

3

Publications

3

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

, , +16

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

, , +10

A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps

Geraldine Tour, Nawdha Thakoor, Jingtang Ma et al. · Journal of Scientific Computing · 2020 · 16 citations

, , +8

Rows per page

1–3 of 3