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1 . Academic Journal
RBF based some implicit–explicit finite difference schemes for pricing option under extended jump-diffusion model
저자
by
Yadav, Rajesh
;
Yadav, Deepak Kumar
;
Kumar, Alpesh
.
소스
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Engineering Analysis with Boundary Elements
November 2023 156:392-406
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5 . Academic Journal
Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation
저자
by
Zhang, Shengliang
;
Sun, Zhengjie
;
Kumar, Alpesh
.
소스
In
Computers and Mathematics with Applications
15 March 2023 134:16-32
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5 . Academic Journal
Numerical solution of time fractional tricomi-type equation by an RBF based meshless method
저자
by
Bhardwaj, Akanksha
;
Kumar, Alpesh
.
소스
In
Engineering Analysis with Boundary Elements
September 2020 118:96-107
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4 . Academic Journal
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model.
저자
by
Yadav, Deepak Kumar
;
Bhardwaj, Akanksha
;
Kumar, Alpesh
.
소스
Computational & Applied Mathematics; Feb2024, Vol. 43 Issue 1, p1-22, 22p
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5 . Academic Journal
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error
저자
by
Yadav, Deepak Kumar
;
Bhardwaj, Akanksha
;
Kumar, Alpesh
.
소스
Computational Economics
. :1-27
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5 . Academic Journal
A radial basis functions based finite differences method for wave equation with an integral condition
저자
by
Kadalbajoo, Mohan K.
;
Kumar, Alpesh
;
Tripathi, Lok Pati
.
소스
In
Applied Mathematics and Computation
15 February 2015 253:8-16
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5 . Academic Journal
A numerical study of Asian option with radial basis functions based finite differences method
저자
by
Kumar, Alpesh
;
Tripathi, Lok Pati
;
Kadalbajoo, Mohan K.
.
소스
In
Engineering Analysis with Boundary Elements
January 2015 50:1-7
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5 . Academic Journal
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
저자
by
Kadalbajoo, Mohan K.
;
Kumar, Alpesh
;
Tripathi, Lok Pati
.
소스
In
Computers and Mathematics with Applications
September 2013 66(4):500-511
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5 . Academic Journal
RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients
저자
by
Yadav, Rajesh
;
Yadav, Deepak Kumar
;
Kumar, Alpesh
.
소스
Numerical Algorithms
. :1-41
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5 . Academic Journal
A cubic B-spline collocation method for a numerical solution of the generalized Black–Scholes equation
저자
by
Kadalbajoo, Mohan K.
;
Tripathi, Lok Pati
;
Kumar, Alpesh
.
소스
In
Mathematical and Computer Modelling
2012 55(3):1483-1505
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