Range-curtailing for options with discrete dividend payments under general diffusions

von Thakoor, Deeveya
Veröffentlicht in The journal of derivatives (2019)

Bond pricing under the generalised Black-Karasinski models

von Thakoor, Nawdha
Veröffentlicht in International journal of financial markets and derivatives (2017)

Numerical pricing of American options under infinite activity Lévy processes

von Rambeerich, Nisha
Veröffentlicht in The journal of futures markets (2011)

A spectral approach to pricing of arbitrage-free sabr discrete barrier options

von Thakoor, Nawdha
Veröffentlicht in Computational economics (2019)

A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models

von Coonjobeharry, Radha Krishn
Veröffentlicht in The journal of computational finance (2015)

A two-factor jump-diffusion model for pricing convertible bonds with default risk

von Coonjobeharry, Radha Krishn
Veröffentlicht in International journal of theoretical and applied finance (2016)

A general efficient framework for pricing options using exponential time integration schemes

Veröffentlicht in Financial econometrics modeling (2011)

Forecasting exchange rates with linear and nonlinear models

Veröffentlicht in Global business & economics review (2008)