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Alpesh Kumar
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A cubic B-spline collocation method for a numerical solution of the generalized Black–Scholes equation
MK Kadalbajoo, LP Tripathi, A Kumar
Mathematical and Computer Modelling 55 (3-4), 1483-1505, 2012
862012
A meshless local collocation method for time fractional diffusion wave equation
A Kumar, A Bhardwaj, BVR Kumar
Computers & Mathematics with Applications 78 (6), 1851-1861, 2019
432019
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models
MK Kadalbajoo, LP Tripathi, A Kumar
Journal of Scientific Computing 65, 979-1024, 2015
422015
A local meshless method to approximate the time-fractional telegraph equation
A Kumar, A Bhardwaj, S Dubey
Engineering with Computers 37, 3473-3488, 2021
372021
Application of the local radial basis function-based finite difference method for pricing American options
MK Kadalbajoo, A Kumar, LP Tripathi
International Journal of Computer Mathematics 9 (8), 1608 -1624, 2014
352014
A local meshless method for time fractional nonlinear diffusion wave equation
A Kumar, A Bhardwaj
Numerical Algorithms 85, 1311-1334, 2020
302020
A radial basis function based implicit–explicit method for option pricing under jump-diffusion models
MK Kadalbajoo, A Kumar, LP Tripathi
Applied Numerical Mathematics 110, 159-173, 2016
292016
A numerical study of Asian option with radial basis functions based finite differences method
A Kumar, LP Tripathi, MK Kadalbajoo
Engineering Analysis with Boundary Elements 50, 1-7, 2015
272015
A meshless method for time fractional nonlinear mixed diffusion and diffusion-wave equation
A Bhardwaj, A Kumar
Applied Numerical Mathematics 160, 146-165, 2021
242021
A radial basis functions based finite differences method for wave equation with an integral condition
MK Kadalbajoo, A Kumar, LP Tripathi
Applied Mathematics and Computation 253, 8-16, 2015
212015
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
MK Kadalbajoo, LP Tripathi, A Kumar
SIAM Journal on Numerical Analysis 55 (2), 869-891, 2017
182017
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
MK Kadalbajoo, A Kumar, LP Tripathi
Computers & Mathematics with Applications 66 (4), 500-511, 2013
182013
Numerical solution of time fractional tricomi-type equation by an rbf based meshless method
A Bhardwaj, A Kumar
Engineering Analysis with Boundary Elements 118, 96-107, 2020
172020
An efficient numerical method for pricing option under jump diffusion model
MK Kadalbajoo, A Kumar, LP Tripathi
International Journal of Advances in Engineering Sciences and Applied …, 2015
122015
A numerical solution of time-fractional mixed diffusion and diffusion-wave equation by an RBF-based meshless method
A Bhardwaj, A Kumar
Engineering with Computers 38 (2), 1883-1903, 2022
112022
Radial-basis-function-based finite difference operator splitting method for pricing American options
MK Kadalbajoo, A Kumar, LP Tripathi
International Journal of Computer Mathematics 95 (11), 2343-2359, 2018
112018
A RBF based finite difference method for option pricing under regime-switching jump-diffusion model
A Kumar, BV Rathish Kumar
International Journal for Computational Methods in Engineering Science and …, 2019
62019
RBF based some implicit–explicit finite difference schemes for pricing option under extended jump-diffusion model
R Yadav, DK Yadav, A Kumar
Engineering Analysis with Boundary Elements 156, 392-406, 2023
32023
An RBF Based Finite Difference Method for the Numerical Approximation of Multi-term Nonlinear Time Fractional Two Dimensional Diffusion-Wave Equation
A Bhardwaj, A Kumar, AK Tiwari
International Journal of Applied and Computational Mathematics 8 (2), 84, 2022
32022
A NUMERICAL STUDY OF EUROPEAN OPTIONS UNDER MERTON’S JUMP-DIFFUSION MODEL WITH RADIAL BASIS FUNCTION BASED FINITE DIFFERENCES METHOD
A Kumar, LP Tripathi, MK Kadalbajoo
Neural, Parallel, and Scientific Computations 21, 293-304, 2013
22013
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Articles 1–20