Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati Radial-basis-function-based finite difference operator splitting method for pricing American options. (English) Zbl 1499.65400 Int. J. Comput. Math. 95, No. 11, 2343-2359 (2018). MSC: 65M06 65M20 65N06 65M70 65D12 91G20 91G60 PDFBibTeX XMLCite \textit{M. K. Kadalbajoo} et al., Int. J. Comput. Math. 95, No. 11, 2343--2359 (2018; Zbl 1499.65400) Full Text: DOI
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati A radial basis function based implicit-explicit method for option pricing under jump-diffusion models. (English) Zbl 1348.91285 Appl. Numer. Math. 110, 159-173 (2016). MSC: 91G60 65M06 91G20 PDFBibTeX XMLCite \textit{M. K. Kadalbajoo} et al., Appl. Numer. Math. 110, 159--173 (2016; Zbl 1348.91285) Full Text: DOI
Kumar, Alpesh; Tripathi, Lok Pati; Kadalbajoo, Mohan K. A numerical study of Asian option with radial basis functions based finite differences method. (English) Zbl 1403.91373 Eng. Anal. Bound. Elem. 50, 1-7 (2015). MSC: 91G60 65M06 91G20 PDFBibTeX XMLCite \textit{A. Kumar} et al., Eng. Anal. Bound. Elem. 50, 1--7 (2015; Zbl 1403.91373) Full Text: DOI
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati An efficient numerical method for pricing option under jump diffusion model. (English) Zbl 1342.91042 Int. J. Adv. Eng. Sci. Appl. Math. 7, No. 3, 114-123 (2015). MSC: 91G60 91G20 65M06 45K05 65M12 PDFBibTeX XMLCite \textit{M. K. Kadalbajoo} et al., Int. J. Adv. Eng. Sci. Appl. Math. 7, No. 3, 114--123 (2015; Zbl 1342.91042) Full Text: DOI
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati A radial basis functions based finite differences method for wave equation with an integral condition. (English) Zbl 1339.65122 Appl. Math. Comput. 253, 8-16 (2015). MSC: 65M06 35L05 PDFBibTeX XMLCite \textit{M. K. Kadalbajoo} et al., Appl. Math. Comput. 253, 8--16 (2015; Zbl 1339.65122) Full Text: DOI
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati Application of the local radial basis function-based finite difference method for pricing American options. (English) Zbl 1317.65161 Int. J. Comput. Math. 92, No. 8, 1608-1624 (2015). MSC: 65L10 65L20 91G60 91G20 PDFBibTeX XMLCite \textit{M. K. Kadalbajoo} et al., Int. J. Comput. Math. 92, No. 8, 1608--1624 (2015; Zbl 1317.65161) Full Text: DOI
Kadalbajoo, Mohan K.; Kumar, Alpesh; Tripathi, Lok Pati Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option. (English) Zbl 1360.91154 Comput. Math. Appl. 66, No. 4, 500-511 (2013). MSC: 91G60 65M70 65M12 91G20 PDFBibTeX XMLCite \textit{M. K. Kadalbajoo} et al., Comput. Math. Appl. 66, No. 4, 500--511 (2013; Zbl 1360.91154) Full Text: DOI