Geraldine Tour

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps.

Geraldine Tour, Nawdha Thakoor, Jingtang Ma, Désiré Yannick Tangman

J. Sci. Comput., 2020

2019

A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps.

Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth

J. Comput. Sci., 2019

2014

Option pricing under a Markov modulated model using a cubic B-spline collocation method.

Geraldine Tour, Désiré Yannick Tangman

Int. J. Bus. Intell. Data Min., 2014

Cubic B-Spline Collocation Method for Pricing Path Dependent Options.

Geraldine Tour, Désiré Yannick Tangman

Proceedings of the Computational Science and Its Applications - ICCSA 2014 - 14th International Conference, Guimarães, Portugal, June 30, 2014