A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids

von Thakoor, Nawdha
Veröffentlicht in International Conference on Computational Science and its Applications (22. : 2022 : Málaga; Online) Computational science and its applications - ICCSA 2022 workshops ; Part 1 (2022)

Bond pricing under the generalised Black-Karasinski models

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

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

von Thakoor, Nawdha
Veröffentlicht in Computational economics (2019)