- N. Thakoor, D. Y. Tangman and M. Bhuruth. Numerical pricing of financial derivatives using Jain's high-order compact scheme. Mathematical Sciences, 6, 72, 2012. This paper has been written in Honour of My PhD Advisor-Mahinder Kumar Jain-India's Most Recognised Numerical Analyst of Modern Times. The paper can be downloaded from the Springer Open Access Website-Mathematical Sciences Paper
- R. k. Coonjobeharry, Y. Tangman and M. Bhuruth-A Novel PIDE framework for pricing interest rate derivatives under jump-extended interest rate models-Forthcoming in Journal of Computational Finance (Paper will be published in Winter 2014)
- M. S. Sunhaloo, R. Boojhawon, K. Dookhitram and M. Bhuruth-Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems. Applied Mathematics and Computations, 219, 5384-5396, 2013. Available from Science Direct
- A. A. I. Peer, Y. Tangman and M. Bhuruth-A hybrid ENO reconstruction with limiters for systems of hyperbolic conservation laws. Mathematical Sciences, 7:15, 2013. Mathematical Sciences
- A.A.E.F. Saib, A.A.I. Peer and M. Bhuruth-Option pricing under an exponential Levy model using Mathematica. Proceedings of ICCSA 2013, LNCS 7975, Springer Verlag, 77-90, 2013. Available in Springer Link
- D.Y. Tangman, R.K. Coonjobeharry and M. Bhuruth. A PDE method for American options under stochastic interest rate, Proceedings of CMMSE 2013, Almeria, Spain.
- N. Thakoor, D.Y. Tangman and M. Bhuruth. Efficient and high accuracy pricing of barrier options under the CEV diffusion. Journal of Computational and Applied Mathematics. Available in Science Direct