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ORCIDMuddun Bhuruth
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2020 – today
- 2020
[j24]Nawdha Thakoor
, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth:
Howard's algorithm for high-order approximations of American options under jump-diffusion models. Int. J. Data Sci. Anal. 10(2): 193-203 (2020)
2010 – 2019
- 2019
- [j23]Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth:
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps. J. Comput. Sci. 35: 25-43 (2019) - [j22]Nawdha Thakoor, Muddun Bhuruth:
New local radial point interpolation-FD methods for solving fractional diffusion and damped-wave problems. J. Comput. Sci. 36 (2019) - 2018
- [j21]Deeveya Thakoor, Muddun Bhuruth:
Fast quadrature methods for options with discrete dividends. J. Comput. Appl. Math. 330: 1-14 (2018) - 2015
- [j20]Aslam Aly El-Faïdal Saib, Mohammad Sameer Sunhaloo, Muddun Bhuruth:
A meshless method for Asian style options pricing under the Merton jump-diffusion model. Int. J. Comput. Math. 92(12): 2498-2514 (2015) - [j19]Kumar Dookhitram, M. R. Lollchund, Rakesh Kumar Tripathi, Muddun Bhuruth:
Fully fuzzy Sylvester matrix equation. J. Intell. Fuzzy Syst. 28(5): 2199-2211 (2015) - 2014
- [j18]Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth:
Efficient and high accuracy pricing of barrier options under the CEV diffusion. J. Comput. Appl. Math. 259: 182-193 (2014) - [j17]Pillay Kanaksabee, Kumar Dookhitram, Muddun Bhuruth:
Krylov subspace method for fuzzy eigenvalue problem. J. Intell. Fuzzy Syst. 27(2): 717-727 (2014) - 2013
- [j16]Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Kumar Dookhitram, Muddun Bhuruth:
Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems. Appl. Math. Comput. 219(10): 5384-5396 (2013) - [j15]Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth:
A new fourth-order numerical scheme for option pricing under the CEV model. Appl. Math. Lett. 26(1): 160-164 (2013) - [j14]Nisha Rambeerich, Désiré Yannick Tangman, M. R. Lollchund, Muddun Bhuruth:
High-order computational methods for option valuation under multifactor models. Eur. J. Oper. Res. 224(1): 219-226 (2013) - [j13]Radha Krishn Coonjobeharry, Désiré Yannick Tangman, Muddun Bhuruth:
A new high-order compact scheme for American options under jump-diffusion processes. Int. J. Bus. Intell. Data Min. 8(4): 363-376 (2013) - [c7]Aslam Aly El-Faïdal Saib, Arshad Ahmud Iqbal Peer, Muddun Bhuruth:
Option Pricing under an Exponential Lévy Model Using Mathematica. ICCSA (5) 2013: 77-90 - 2012
- [j12]Aslam Aly El-Faïdal Saib, Désiré Yannick Tangman, Muddun Bhuruth:
A new radial basis functions method for pricing American options under Merton's jump-diffusion model. Int. J. Comput. Math. 89(9): 1164-1185 (2012) - 2011
- [j11]Kumar Dookhitram, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth:
A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems. Numer. Algorithms 56(4): 481-495 (2011) - 2010
- [j10]Arshad Ahmud Iqbal Peer, Muhammad Zaid Dauhoo, Ashvin Gopaul, Muddun Bhuruth:
A weighted ENO-flux limiter scheme for hyperbolic conservation laws. Int. J. Comput. Math. 87(15): 3467-3488 (2010) - [j9]Mohammad Sameer Sunhaloo, Ravindra Boojhawon, Ashvin Gopaul, Muddun Bhuruth:
On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems. J. Comput. Appl. Math. 234(4): 1312-1323 (2010) - [c6]Ravindra Boojhawon, Désiré Yannick Tangman, Kumar Dookhitram, Muddun Bhuruth:
Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES. ICCSA (2) 2010: 570-585
2000 – 2009
- 2009
- [j8]Arshad Ahmud Iqbal Peer, Muhammad Zaid Dauhoo, Muddun Bhuruth:
A method for improving the performance of the WENO5 scheme near discontinuities. Appl. Math. Lett. 22(11): 1730-1733 (2009) - [j7]Kumar Dookhitram, Ravindra Boojhawon, Muddun Bhuruth:
A new method for accelerating Arnoldi algorithms for large scale Eigenproblems. Math. Comput. Simul. 80(2): 387-401 (2009) - 2008
- [c5]Mohammad Sameer Sunhaloo, Ashvin Gopaul, Muddun Bhuruth:
Convergence Analysis of a Two-Grid Iteration for a Compact Fourth-Order Scheme for a Model Convection-Diffusion Problem. CSC 2008: 375-381 - 2006
- [j6]Ashvin Gopaul, Muddun Bhuruth:
Analysis of a Fourth-Order Scheme for a Three-Dimensional Convection-Diffusion Model Problem. SIAM J. Sci. Comput. 28(6): 2075-2094 (2006) - [c4]Mohammad Sameer Sunhaloo, Muddun Bhuruth:
Symmetric Positive Definite Based Preconditioners For Discrete Convection-diffusion Problems. CSC 2006: 158-163 - 2005
- [c3]Mohammad Sameer Sunhaloo, Ashvin Gopaul, Ravindra Boojhawon, Muddun Bhuruth:
Sparse Approximate Inverse Smoothing For Multigrid Solution of Nine-Point Approximations For Convection-Diffusion Problems. CSC 2005: 52-58 - [c2]Ravindra Boojhawon, Muddun Bhuruth:
Deflated GMRES Algorithms For Cyclically Reduced Three-Dimensional Convection-Diffusion Problems. CSC 2005: 59-66 - 2004
- [j5]Ravindra Boojhawon, Muddun Bhuruth:
Restarted Simpler GMRES augmented with harmonic Ritz vectors. Future Gener. Comput. Syst. 20(3): 389-397 (2004) - 2002
- [c1]Ravindra Boojhawon, Muddun Bhuruth:
Restarted Simpler GMRES Augmented with Harmonic Ritz Vectors. International Conference on Computational Science (2) 2002: 393-402
1990 – 1999
- 1997
- [j4]Muddun Bhuruth, David J. Evans:
Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes. Int. J. Comput. Math. 63(1-2): 121-136 (1997) - [j3]Muddun Bhuruth, David J. Evans:
Strides reduction algorithms for block tridiagonal linear systems. Int. J. Comput. Math. 64(1-2): 165-180 (1997) - 1996
- [j2]Muddun Bhuruth:
Fourth-order optimal iterative schemes for convection-diffusion equation. Int. J. Comput. Math. 60(1-2): 63-75 (1996) - [j1]Muddun Bhuruth, David J. Evans:
Block iterative methods for the nine-point approximation to the convection-diffusion equation. Int. J. Comput. Math. 61(3-4): 321-335 (1996)
Coauthor Index
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