Geraldine Tour

According to our database1, Geraldine Tour authored at least 4 papers between 2014 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2020
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps.
J. Sci. Comput., 2020

2019
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps.
J. Comput. Sci., 2019

2014
Option pricing under a Markov modulated model using a cubic B-spline collocation method.
Int. J. Bus. Intell. Data Min., 2014

Cubic B-Spline Collocation Method for Pricing Path Dependent Options.
Proceedings of the Computational Science and Its Applications - ICCSA 2014 - 14th International Conference, Guimarães, Portugal, June 30, 2014


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