A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation. Zbl 1255.91431
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh |
|
2012
|
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models. Zbl 1331.91191
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh |
|
2015
|
A meshless local collocation method for time fractional diffusion wave equation. Zbl 1442.65293
Kumar, Alpesh; Bhardwaj, Akanksha; Kumar, B. V. Rathish |
|
2019
|
Application of the local radial basis function-based finite difference method for pricing American options. Zbl 1317.65161
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2015
|
A genetic algorithm-based approach to cell composition and layout design problems. Zbl 0924.90081
Gupta, Y.; Gupta, M.; Kumar, A.; Sundaram, C. |
|
1996
|
A radial basis function based implicit-explicit method for option pricing under jump-diffusion models. Zbl 1348.91285
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2016
|
A numerical study of Asian option with radial basis functions based finite differences method. Zbl 1403.91373
Kumar, Alpesh; Tripathi, Lok Pati; Kadalbajoo, Mohan K. |
|
2015
|
An error analysis of a finite element method with IMEX-time semidiscretizations for some partial integro-differential inequalities arising in the pricing of American options. Zbl 1362.65094
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh |
|
2017
|
A meshless method for time fractional nonlinear mixed diffusion and diffusion-wave equation. Zbl 1459.65137
Bhardwaj, Akanksha; Kumar, Alpesh |
|
2021
|
Numerical solution of time fractional Tricomi-type equation by an RBF based meshless method. Zbl 1464.65136
Bhardwaj, Akanksha; Kumar, Alpesh |
|
2020
|
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option. Zbl 1360.91154
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2013
|
An efficient numerical method for pricing option under jump diffusion model. Zbl 1342.91042
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2015
|
Radial-basis-function-based finite difference operator splitting method for pricing American options. Zbl 1499.65400
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2018
|
A local meshless method for time fractional nonlinear diffusion wave equation. Zbl 1455.65192
Kumar, Alpesh; Bhardwaj, Akanksha |
|
2020
|
A radial basis functions based finite differences method for wave equation with an integral condition. Zbl 1339.65122
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2015
|
A knowledge-based system for solving multi-objective assembly line balancing problems. Zbl 0930.90029
Malakooti, B.; Kumar, A. |
|
1996
|
Bifurcations in axially compressed thick elastic-plastic tubes. Zbl 0512.73042
Kumar, A.; Niyogi, B. B. |
|
1983
|
Buckling of antisymmetric angle- and cross-ply rectangular plates under shear and compression. Zbl 0729.73880
Kumar, A.; Kishore, B. N. R. |
|
1991
|
An RBF based finite difference method for the numerical approximation of multi-term nonlinear time fractional two dimensional diffusion-wave equation. Zbl 1499.65553
Bhardwaj, Akanksha; Kumar, Alpesh; Tiwari, Awanish Kumar |
|
2022
|
Linear phase FIR approximation of magnitude response \(|1/\omega|\) for maximal flatness at an arbitrary frequency \(\omega_0\), \(0< \omega_0<\pi\). Zbl 0941.93037
Kumar, B.; Kumar, A. |
|
1999
|
A case study of an adaptive load balancing algorithm. Zbl 0707.90034
Bonomi, F.; Doshi, B. T.; Kaufman, J. S.; Lee, T. P.; Kumar, A. |
|
1990
|
Noncommutativity in linear dilaton background. Zbl 1138.81492
Bhattacharyya, S.; Kumar, A.; Mahapatra, S. |
|
2001
|
RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model. Zbl 07849711
Yadav, Rajesh; Yadav, Deepak Kumar; Kumar, Alpesh |
|
2023
|
RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model. Zbl 07849711
Yadav, Rajesh; Yadav, Deepak Kumar; Kumar, Alpesh |
|
2023
|
An RBF based finite difference method for the numerical approximation of multi-term nonlinear time fractional two dimensional diffusion-wave equation. Zbl 1499.65553
Bhardwaj, Akanksha; Kumar, Alpesh; Tiwari, Awanish Kumar |
|
2022
|
A meshless method for time fractional nonlinear mixed diffusion and diffusion-wave equation. Zbl 1459.65137
Bhardwaj, Akanksha; Kumar, Alpesh |
|
2021
|
Numerical solution of time fractional Tricomi-type equation by an RBF based meshless method. Zbl 1464.65136
Bhardwaj, Akanksha; Kumar, Alpesh |
|
2020
|
A local meshless method for time fractional nonlinear diffusion wave equation. Zbl 1455.65192
Kumar, Alpesh; Bhardwaj, Akanksha |
|
2020
|
A meshless local collocation method for time fractional diffusion wave equation. Zbl 1442.65293
Kumar, Alpesh; Bhardwaj, Akanksha; Kumar, B. V. Rathish |
|
2019
|
Radial-basis-function-based finite difference operator splitting method for pricing American options. Zbl 1499.65400
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2018
|
An error analysis of a finite element method with IMEX-time semidiscretizations for some partial integro-differential inequalities arising in the pricing of American options. Zbl 1362.65094
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh |
|
2017
|
A radial basis function based implicit-explicit method for option pricing under jump-diffusion models. Zbl 1348.91285
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2016
|
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models. Zbl 1331.91191
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh |
|
2015
|
Application of the local radial basis function-based finite difference method for pricing American options. Zbl 1317.65161
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2015
|
A numerical study of Asian option with radial basis functions based finite differences method. Zbl 1403.91373
Kumar, Alpesh; Tripathi, Lok Pati; Kadalbajoo, Mohan K. |
|
2015
|
An efficient numerical method for pricing option under jump diffusion model. Zbl 1342.91042
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2015
|
A radial basis functions based finite differences method for wave equation with an integral condition. Zbl 1339.65122
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2015
|
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option. Zbl 1360.91154
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati |
|
2013
|
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation. Zbl 1255.91431
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh |
|
2012
|
Noncommutativity in linear dilaton background. Zbl 1138.81492
Bhattacharyya, S.; Kumar, A.; Mahapatra, S. |
|
2001
|
Linear phase FIR approximation of magnitude response \(|1/\omega|\) for maximal flatness at an arbitrary frequency \(\omega_0\), \(0< \omega_0<\pi\). Zbl 0941.93037
Kumar, B.; Kumar, A. |
|
1999
|
A genetic algorithm-based approach to cell composition and layout design problems. Zbl 0924.90081
Gupta, Y.; Gupta, M.; Kumar, A.; Sundaram, C. |
|
1996
|
A knowledge-based system for solving multi-objective assembly line balancing problems. Zbl 0930.90029
Malakooti, B.; Kumar, A. |
|
1996
|
Buckling of antisymmetric angle- and cross-ply rectangular plates under shear and compression. Zbl 0729.73880
Kumar, A.; Kishore, B. N. R. |
|
1991
|
A case study of an adaptive load balancing algorithm. Zbl 0707.90034
Bonomi, F.; Doshi, B. T.; Kaufman, J. S.; Lee, T. P.; Kumar, A. |
|
1990
|
Bifurcations in axially compressed thick elastic-plastic tubes. Zbl 0512.73042
Kumar, A.; Niyogi, B. B. |
|
1983
|