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Kuldip Singh Patel
Kuldip Singh Patel
Assistant Professor, IIT Patna, India
Verified email at iitp.ac.in - Homepage
Title
Cited by
Cited by
Year
Fourth order compact scheme for space fractional advection–diffusion reaction equations with variable coefficients
KS Patel, M Mehra
Journal of Computational and Applied Mathematics 380, 112963, 2020
342020
Algorithm 986: a suite of compact finite difference schemes
M Mehra, KS Patel
ACM Transactions on Mathematical Software (TOMS) 44 (2), 1-31, 2017
232017
Fourth-Order Compact Scheme for Option Pricing Under the Merton's and Kou's Jump-Diffusion Models
KS Patel, M Mehra
International Journal of Theoretical and Applied Finance, 2018
202018
A numerical study of Asian option with high-order compact finite difference scheme
KS Patel, M Mehra
Journal of Applied Mathematics and Computing 57, 467-491, 2018
162018
Fourth-order compact finite difference scheme for American option pricing under regime-switching jump-diffusion models
KS Patel, M Mehra
International Journal of Applied and Computational Mathematics 3, 547-567, 2017
162017
High-order compact finite difference scheme for pricing Asian option with moving boundary condition
KS Patel, M Mehra
Differential Equations and Dynamical Systems 27, 39-56, 2019
142019
Wavelet-optimized compact finite difference method for convection–diffusion equations
M Mehra, KS Patel, A Shukla
International Journal of Nonlinear Sciences and Numerical Simulation 22 (3-4 …, 2021
82021
A suite of compact finite difference schemes
M Mehra, KS Patel
ACM Trans. Math. Softw 44 (2), 1-31, 2017
62017
High-order compact finite difference method for black–scholes pde
KS Patel, M Mehra
Mathematical Analysis and its Applications: Roorkee, India, December 2014 …, 2015
42015
Stability analysis and condition number of compact scheme for convection-diffusion equations
A Goswami, KS Patel
http://arxiv.org/abs/2201.05854, 2022
12022
Compact Finite Difference Method for Pricing European and American Options Under Jump-Diffusion Models
KS Patel, M Mehra
Communications in Computer and Information Science 1345, 91-108, 2021
12021
HIGH ORDER METHOD FOR VARIABLE COEFFICIENT INTEGRO-DIFFERENTIAL EQUATIONS AND INEQUALITIES ARISING IN OPTION PRICING.
PK SAHU, KS PATEL
International Journal of Numerical Analysis & Modeling 20 (4), 2023
2023
Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data
K Shubham, V Tiwari, KS Patel
International Journal on Artificial Intelligence Tools, 2023
2023
Three-Time Levels Compact Scheme for Pricing European Options Under Regime Switching Jump-Diffusion Models
PK Sahu, KS Patel, R Behera
International Conference on Mathematics and Computing, 367-378, 2023
2023
Compact schemes for variable coefficient convection-diffusion equations
A Goswami, KS Patel, PK Sahu
http://arxiv.org/abs/2209.02873, 2022
2022
Compact finite difference methods with error analysis for problems arising in option pricing
KS Patel
2018
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