Concepedia

Nisha Rambeerich

NR

Statistics

Publications

4

Citations

116

H-Index

4

Active since

2008

Affiliations

University of Technology, Mauritius(Current)

University of Mauritius

Nisha Rambeerich is an author at University of Technology, Mauritius specializing in numerical analysis, engineering, and option pricing.

Top concepts

EngineeringNumerical AnalysisOption PricingMathematical ProgrammingBusinessStatisticsAsset PricingPricing ModelsJump DiffusionsSpectral Theory

Publications per year

2008–2016

4

Publications

4

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

High-order computational methods for option valuation under multifactor models

Nisha Rambeerich, Désiré Yannick Tangman, Michel Roddy Lollchund et al. · European Journal of Operational Research · 2012 · 31 citations

Mathematical Programming, Numerical Analysis, Option Pricing +4

A high order finite element scheme for pricing options under regime switching jump diffusion processes

Nisha Rambeerich, Athanasios A. Pantelous · Journal of Computational and Applied Mathematics · 2016 · 29 citations

Numerical Analysis, Numerical Method For Partial Differential Equation, Option Pricing +5

Fast simplified approaches to Asian option pricing

Désiré Yannick Tangman, Arshad Ahmud Iqbal Peer, Nisha Rambeerich et al. · The Journal of Computational Finance · 2011 · 18 citations

Mathematical Programming, Spectral Theory, Option Pricing +15

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