The following pages link to Kuldip Singh Patel (Q721575):
Displaying 9 items.
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- High-Order Compact Finite Difference Method for Black–Scholes PDE (Q2801927) (← links)
- FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS (Q4571701) (← links)
- Algorithm 986 (Q4581384) (← links)
- High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)
- A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs (Q6506535) (← links)
