1. K.M. Owolabi and E. Pindza, Mathematical and computational studies of fractional reaction-diffusion system modelling predator-prey interactions, Journal of Numerical Mathematics (2018), DOI: https://doi.org/10.1515/jnma-2016-1044
2. K.M. Owolabi, E. Pindza and M. Davison, Dynamical study of two predators and one prey system with fractional Fourier transform method, Numerical Methods for Partial Differential Equations (2017), 1-23.
3. E. Ngounda, K.C. Patidar, E. Pindza, Pricing Barrier Options Using Integral Transforms (2017), In: Toni B. (eds) New Trends and Advanced Methods in Interdisciplinary Mathematical Sciences. STEAM-H: Science, Technology, Engineering, Agriculture, Mathematics & Health. Springer, Cham
4. F. Youbi, E. Pindza and E. Mare, A Comparative Study of Spectral Methods for Valuing Financial Options, Applied Mathematics & Information Sciences, An International Journal 3 (2017), 939-950.
5. E Pindza and E Maré, Discrete singular convolution mapping methods for solving singular boundary value and boundary layer problems, European Physical Journal Plus (2017), 132-141.
6. BF Nteumagné, E Pindza and E Maré, Symmetry Analysis of Options Pricing with Transactions Costs Driven by Fractional Brownian Noises, Journal of Applied & Computational Mathematics (3) (2017), 1-8.
7. C.R. Bambe Moutsinga, E.Pindza and E. Mare, Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients, Journal of King Saud University – Science 30 (2018), 1-13.
8. E. Pindza, K.M. Owolabi and K.C. Patidar, Barycentric Jacobi spectral method for numerical solutions of the generalized Burgers-Huxley equation, International Journal of Nonlinear Sciences and Numerical Simulation 18 (1) (2016), 67-81.
9. E. Pindza, E. Mare, J.C. Mba and D. Moubandjo, A Lagrange Regularized Kernel Method for Solving Multi-dimensional Time-Fractional Heat Equations, International Journal of Nonlinear Sciences and Numerical Simulation, 18(1) (2016), 93-102.
11. E. Pindza and K.M. Owolabi, Fourier spectral methods for higher order space fractional reaction diffusion equations, Communications in Nonlinear Science and Numerical Simulation 40 (2016) 112-128.
12. E. Pindza, K.C. Patidar and E. Ngounda, Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options. Book Chapter: Finite Difference Methods, Theory and Applications, Lecture Notes in Computer Science, Springer 9045 2015, 1-9.
13. Antonie Kotzé, Rudolf Oosthuizen and Edson Pindza, Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options, Journal of Financial Risk Management, 8 (2015) 43-82.
14. E. Pindza and E. Maré, Solving the Generalized Regularized Long Wave Equation Using a Distributed Approximating Functional Method, International Journal of Computational Mathematics, Volume 2014 (2014), Article ID 178024, 12 pages.
15. E. Pindza and E. Maré, Sinc Collocation Method for Solving the Benjamin-Ono Equation, Journal of Computational Methods in Physics, Volume 2014 (2014), Article ID 392962, 8 pages.
16. BF Nteumagné, E Pindza and E Maré, Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework, Journal of Mathematical Finance, 4(1) (2014) 35-46.
17. E. Ngounda, K.C. Patidar and E. Pindza, A robust spectral method for solving Heston’s volatility model, Journal of Optimization Theory and Applications, 161(1) (2014) 164-178.
18. Edgard Ngounda, Kailash C. Patidar and Edson Pindza, Contour integral method for European options with jumps, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 478-492.
19. E. Pindza, K.C. Patidar and E. Ngounda, Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options, Electronic Transactions on Numerical Analysis (ETNA) 40 (2013) 268-293.
20. E. Pindza and K.C. Patidar, A comparative performance of exponential time differencing and implicit explicit methods for pricing European options under the Black-Scholes and Merton jump diffusion models, Review of the Bulletin of Calcutta Mathematical Society 21(1) (2013) 51-70.
21. E. Pindza, K.C. Patidar and E. Ngounda, Robust spectral method for numerical valuation of European options under Merton’s jump-diffusion model, Numerical Methods for Partial Differential Equations, 30( 4) (2014) 1169–1188.
22. E. Pindza and E. Maré, Discrete singular convolution method for numerical solutions of fifth order Korteweg-de Vries equations, Journal of Applied Mathematics and Physics, 1 (2013) 5-15.
23. E. Pindza and K.C. Patidar, Spectral method for pricing options in illiquid markets. In T.E. Simos, G. Psihoyios, Ch. Tsitouras and Z. Anastassi (eds.), Numerical Analysis And Applied Mathematics, Proceedings of the International Conference on Numerical Analysis and Applied Mathematics (ICNAAM 2012), published by American Institute of Physics (AIP) Conference Proceedings, Vol. 1479, pp. 1403-1406 (2012).