Alpesh Kumar

Available identifiers

zbMath Open kumar.alpeshMaRDI QIDQ298782

List of research outcomes

Publication	Date of Publication	Type
RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients	2024-10-14	Paper
RBF–based IMEX finite difference schemes for pricing option under liquidity switching	2024-08-21	Paper
A RBF based finite difference method for option pricing under regime-switching jump-diffusion model	2024-07-12	Paper
RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model	2024-05-15	Paper
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model	2024-01-05	Paper
Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation	2023-04-13	Paper
An RBF based finite difference method for the numerical approximation of multi-term nonlinear time fractional two dimensional diffusion-wave equation	2022-06-14	Paper
Radial-basis-function-based finite difference operator splitting method for pricing American options	2022-02-10	Paper
A meshless method for time fractional nonlinear mixed diffusion and diffusion-wave equation	2021-02-15	Paper
A local meshless method for time fractional nonlinear diffusion wave equation	2021-01-06	Paper
Numerical solution of time fractional Tricomi-type equation by an RBF based meshless method	2020-08-05	Paper
A numerical study of Asian option with radial basis functions based finite differences method	2018-08-06	Paper
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	2017-05-24	Paper
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option	2017-05-03	Paper
A radial basis function based implicit-explicit method for option pricing under jump-diffusion models	2016-10-13	Paper
An efficient numerical method for pricing option under jump diffusion model	2016-08-03	Paper
A radial basis functions based finite differences method for wave equation with an integral condition	2016-06-21	Paper
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models	2015-12-17	Paper
Application of the local radial basis function-based finite difference method for pricing American options	2015-07-30	Paper
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation	2013-01-27	Paper

Research outcomes over time

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