Contour integral method for European options with jumps E Ngounda, KC Patidar, E Pindza Communications in Nonlinear Science and Numerical Simulation 18 (3), 478-492, 2013 | 25 | 2013 |
Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options E Pindza, KC Patidar, E Ngounda Electronic Transactions on Numerical Analysis 40, 268-293, 2013 | 20 | 2013 |
Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model E Pindza, KC Patidar, E Ngounda Numerical Methods for Partial Differential Equations 30 (4), 1169-1188, 2014 | 17 | 2014 |
Rational spectral collocation method for pricing American vanilla and butterfly spread options E Pindza, KC Patidar, E Ngounda Finite Difference Methods, Theory and Applications: 6th International …, 2015 | 2 | 2015 |
A robust spectral method for solving Heston’s model E Ngounda, KC Patidar, E Pindza Journal of Optimization Theory and Applications 161, 164-178, 2014 | 2 | 2014 |
Efficient numerical methods based on integral transforms to solve option pricing problems E Ngounda University of the Western Cape, 2012 | 1 | 2012 |
Efficient pricing of European and American options under local volatility E Pindza, KC Patidar, E Ngounda AIP Conference Proceedings 1978 (1), 2018 | | 2018 |
Pricing Barrier Options Using Integral Transforms E Ngounda, KC Patidar, E Pindza New Trends and Advanced Methods in Interdisciplinary Mathematical Sciences …, 2017 | | 2017 |
Limitations and improvements of standard spectral methods for pricing standard options E Ngounda, KC Patidar International Journal of Advances in Engineering Sciences and Applied …, 2015 | | 2015 |
A Laplace Transform Approach for Pricing European Options E Ngounda, KC Patidar Mathematical Analysis and its Applications: Roorkee, India, December 2014 …, 2015 | | 2015 |
Application of Freud weights for solving option pricing problems E Ngounda Constructive Functions 2014 Conference and School, 2014 | | 2014 |
Numerical Laplace transformation methods for integrating linear parabolic partial differential equations E Ngounda Stellenbosch: University of Stellenbosch, 2009 | | 2009 |