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 | 92 | 2012 |
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 | 46 | 2019 |
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 | 45 | 2015 |
A local meshless method to approximate the time-fractional telegraph equation A Kumar, A Bhardwaj, S Dubey Engineering with Computers 37, 3473-3488, 2021 | 37 | 2021 |
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 | 37 | 2014 |
A local meshless method for time fractional nonlinear diffusion wave equation A Kumar, A Bhardwaj Numerical Algorithms 85, 1311-1334, 2020 | 32 | 2020 |
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 | 31 | 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 | 28 | 2015 |
A meshless method for time fractional nonlinear mixed diffusion and diffusion-wave equation A Bhardwaj, A Kumar Applied Numerical Mathematics 160, 146-165, 2021 | 24 | 2021 |
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 |
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 | 19 | 2017 |
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 | 18 | 2020 |
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 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 | 13 | 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 | 12 | 2018 |
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 | 11 | 2022 |
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 | 6 | 2019 |
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 | 5 | 2023 |
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 | 3 | 2022 |
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 |