| Publication | Date of Publication | Type |
|---|
Optimal error analysis of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs
(available as arXiv preprint) | N/A | Paper |
Sharp Error Estimates for a Fully Discrete Finite Element Method for Semilinear SPDEs with Multiplicative Noise and Nonsmooth Initial Data
(available as arXiv preprint) | 2026-09-11 | Paper |
Optimal Error Estimates of a Finite Element Method for Semilinear SPDEs with Additive Noise and Nonsmooth Initial Data
(available as arXiv preprint) | 2026-07-29 | Paper |
A second order non-uniform IMEX-Alikhanov-FEM for time-fractional PDEs and PIDEs with time-dependent coefficients
Numerical Algorithms | 2026-02-16 | Paper |
Existence, Uniqueness, and Pathwise Regularity for Multidimensional Semilinear SPDEs with Locally Lipschitz Coefficients and Rough Initial Data
(available as arXiv preprint) | 2026-01-01 | Paper |
On a non-uniform -robust IMEX-L1 mixed FEM for time-fractional PIDEs
Advances in Computational Mathematics | 2025-03-25 | Paper |
Optimal error estimates of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs
Applied Numerical Mathematics | 2024-08-26 | Paper |
On a Non-Uniform \alpha-Robust IMEX-L1 Mixed FEM for Time-Fractional PIDEs
(available as arXiv preprint) | 2024-01-01 | Paper |
Radial-basis-function-based finite difference operator splitting method for pricing American options
International Journal of Computer Mathematics | 2022-02-10 | Paper |
A qualocation method for parabolic partial integro-differential equations in one space variable
Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan | 2019-01-22 | 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 robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation
IMA Journal of Numerical Analysis | 2014-02-28 | 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 |
