Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms KJ in ʼt Hout, C Mishra Applied Numerical Mathematics 74, 83-94, 2013 | 23 | 2013 |
Stability of the modified Craig–Sneyd scheme for two-dimensional convection–diffusion equations with mixed derivative term KJ Hout, C Mishra Mathematics and Computers in Simulation 81 (11), 2540-2548, 2011 | 19 | 2011 |
Engineering curriculum development based on education theories J Prasad, A Goswami, B Kumbhani, C Mishra, H Tyagi, JH Jun, ... Current Science, 1829-1834, 2018 | 13 | 2018 |
A new stability result for the modified Craig–Sneyd scheme applied to two-dimensional convection–diffusion equations with mixed derivatives C Mishra Applied Mathematics and Computation 285, 41-50, 2016 | 10 | 2016 |
A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme C Mishra, X Lu International Journal of Computer Mathematics 97 (6), 1320-1338, 2020 | 9 | 2020 |
Stability of alternating direction implicit schemes with application to financial option pricing equations C Mishra University of Antwerp, 2013 | 5 | 2013 |
A parallel cyclic reduction algorithm for pentadiagonal systems with application to a convection-dominated Heston PDE A Ghosh, C Mishra SIAM Journal on Scientific Computing 43 (2), C177-C202, 2021 | 4 | 2021 |
A Stability Result for the Modified Craig‐Sneyd Scheme Applied to 2D and 3D Pure Diffusion Equations K in 't Hout, C Mishra AIP Conference Proceedings 1281, 2029, 2010 | 4* | 2010 |
High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU A Ghosh, C Mishra Computers & Mathematics with Applications 105, 29-40, 2022 | 3 | 2022 |
Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU A Ghosh, C Mishra Applied Mathematics and Computation 409, 126411, 2021 | 3 | 2021 |
A stability result for the MCS scheme applied to 2D convection-diffusion equations with mixed derivative C Mishra AIP conference proceedings/American Institute of Physics.-New York 1479 …, 2012 | 1 | 2012 |
High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU [Formula presented] A Ghosh, C Mishra | | 2022 |
Engineering curriculum development based on education theories M Sohoni, SK Saha, KK Choudhary, SJ Singh, B Kumbhani, PK Raina, ... | | 2018 |
The study on inventory valuation for a business; analysis of pricing issue of materials fifo&lifo methods CR Mishra International Journal of Management, IT and Engineering 8 (7), 346-354, 2018 | | 2018 |
Stability of Alternating Direction Implicit Schemes with Application to Financial Option Pricing Equations: Proefschrift C Mishra Universiteit Antwerpen, Faculteit Wetenschappen, Departement Wiskunde …, 2013 | | 2013 |