| 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 | 86 | 2012 |
| 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 | 42 | 2015 |
| 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 92 (8), 1608-1624, 2015 | 35 | 2015 |
| 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 | 29 | 2016 |
| 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 | 27 | 2015 |
| 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 | 21 | 2015 |
| A robust nonuniform B-spline collocation method for solving the generalized Black–Scholes equation MK Kadalbajoo, LP Tripathi, P Arora IMA Journal of Numerical Analysis 34 (1), 252-278, 2014 | 20 | 2014 |
| 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 | 18 | 2013 |
| 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 | 17 | 2017 |
| 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 | 12 | 2015 |
| 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 | 11 | 2018 |
| 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 | 2 | 2013 |
| Optimal error analysis of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs A Tomar, LP Tripathi, AK Pani arXiv preprint arXiv:2302.05188, 2023 | 1 | 2023 |
| A Qualocation Method for Parabolic Partial Integro-Differential Equations in One Space Variable LP Tripathi, AK Pani, G Fairweather Contemporary Computational Mathematics-A Celebration of the 80th Birthday of …, 2018 | | 2018 |
mohan kadalbajoodepartment of mathematics ,IIT KanpurVerified email at iitk.ac.in
