Lok Pati Tripathi

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Person:298783

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zbMath Open tripathi.lok-patiMaRDI QIDQ298783

List of research outcomes

PublicationDate of PublicationType
Radial-basis-function-based finite difference operator splitting method for pricing American options2022-02-10Paper
A Qualocation Method for Parabolic Partial Integro-Differential Equations in One Space Variable2019-01-22Paper
A numerical study of Asian option with radial basis functions based finite differences method2018-08-06Paper
An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options2017-05-24Paper
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option2017-05-03Paper
A radial basis function based implicit-explicit method for option pricing under jump-diffusion models2016-10-13Paper
An efficient numerical method for pricing option under jump diffusion model2016-08-03Paper
A radial basis functions based finite differences method for wave equation with an integral condition2016-06-21Paper
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models2015-12-17Paper
Application of the local radial basis function-based finite difference method for pricing American options2015-07-30Paper
A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation2014-02-28Paper
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation2013-01-27Paper
Optimal error analysis of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs0001-01-03Paper

Research outcomes over time


Doctoral students

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