| 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 | 39 | 2020 |
| Algorithm 986: a suite of compact finite difference schemes M Mehra, KS Patel ACM Transactions on Mathematical Software (TOMS) 44 (2), 1-31, 2017 | 33 | 2017 |
| 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 32 (07), 2350034, 2023 | 22 | 2023 |
| 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 | 21 | 2018 |
| 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 | 19 | 2017 |
| 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 | 17 | 2019 |
| 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 | 16 | 2018 |
| Insect image semantic segmentation and identification using unet and deeplab v3+ K Bose, K Shubham, V Tiwari, KS Patel ICT Infrastructure and Computing: Proceedings of ICT4SD 2022, 703-711, 2022 | 12 | 2022 |
| 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 | 9 | 2021 |
| High-order compact finite difference method for black–scholes pde KS Patel, M Mehra Mathematical Analysis and its Applications: Roorkee, India, December 2014 …, 2015 | 4 | 2015 |
| 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 | 1 | 2023 |
| Stability analysis and condition number of compact scheme for convection-diffusion equations A Goswami, KS Patel http://arxiv.org/abs/2201.05854, 2022 | 1 | 2022 |
| 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 | 1 | 2021 |
| Estimation of domain truncation error for a system of PDEs arising in option pricing A Goswami, KS Patel arXiv preprint arXiv:2401.15570, 2024 | | 2024 |
| Matrix method stability and robustness of compact schemes for parabolic PDEs A Goswami, KS Patel arXiv. org Papers, 2024 | | 2024 |
| 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 |
| Compact schemes for variable coefficient convection-diffusion equations A Goswami, KS Patel, PK Sahu http://arxiv.org/abs/2209.02873, 2022 | | 2022 |
| STABILITY OF CRANK-NICOLSON COMPACT SCHEME FOR CONVECTION-DIFFUSION EQUATIONS USING MATRIX METHOD A GOSWAMI, KS PATEL arXiv preprint arXiv:2201.05854, 2022 | | 2022 |
| Compact finite difference methods with error analysis for problems arising in option pricing KS Patel | | 2018 |
Mani Mehra, FNAScProfessor, Department of Mathematics, IIT DelhiVerified email at maths.iitd.ac.in
