| Publication | Date of Publication | Type |
|---|
RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients
Numerical Algorithms | 2024-10-14 | Paper |
RBF–based IMEX finite difference schemes for pricing option under liquidity switching
International Journal of Computer Mathematics | 2024-08-21 | Paper |
A RBF based finite difference method for option pricing under regime-switching jump-diffusion model
International Journal for Computational Methods in Engineering Science and Mechanics | 2024-07-12 | Paper |
RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model
Engineering Analysis with Boundary Elements | 2024-05-15 | Paper |
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model
Computational and Applied Mathematics | 2024-01-05 | Paper |
Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation
Computers & Mathematics with Applications | 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
International Journal of Applied and Computational Mathematics | 2022-06-14 | Paper |
Radial-basis-function-based finite difference operator splitting method for pricing American options
International Journal of Computer Mathematics | 2022-02-10 | Paper |
A meshless method for time fractional nonlinear mixed diffusion and diffusion-wave equation
Applied Numerical Mathematics | 2021-02-15 | Paper |
A local meshless method for time fractional nonlinear diffusion wave equation
Numerical Algorithms | 2021-01-06 | Paper |
Numerical solution of time fractional Tricomi-type equation by an RBF based meshless method
Engineering Analysis with Boundary Elements | 2020-08-05 | Paper |
A numerical study of Asian option with radial basis functions based finite differences method
Engineering Analysis with Boundary Elements | 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
SIAM Journal on Numerical Analysis | 2017-05-24 | Paper |
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
Computers & Mathematics with Applications | 2017-05-03 | Paper |
A radial basis function based implicit-explicit method for option pricing under jump-diffusion models
Applied Numerical Mathematics | 2016-10-13 | Paper |
An efficient numerical method for pricing option under jump diffusion model
International Journal of Advances in Engineering Sciences and Applied Mathematics | 2016-08-03 | Paper |
A radial basis functions based finite differences method for wave equation with an integral condition
Applied Mathematics and Computation | 2016-06-21 | Paper |
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models
Journal of Scientific Computing | 2015-12-17 | Paper |
Application of the local radial basis function-based finite difference method for pricing American options
International Journal of Computer Mathematics | 2015-07-30 | Paper |
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation
Mathematical and Computer Modelling | 2013-01-27 | Paper |
