Kuldip Singh Patel

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep International Journal of Numerical Analysis and Modeling	2024-01-23	Paper
Wavelet-optimized compact finite difference method for convection-diffusion equations International Journal of Nonlinear Sciences and Numerical Simulation	2021-10-21	Paper
Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients Journal of Computational and Applied Mathematics	2020-06-10	Paper
High-order compact finite difference scheme for pricing Asian option with moving boundary condition Differential Equations and Dynamical Systems	2019-05-21	Paper
Algorithm 986: A suite of compact finite difference schemes ACM Transactions on Mathematical Software	2018-08-17	Paper
A numerical study of Asian option with high-order compact finite difference scheme Journal of Applied Mathematics and Computing	2018-07-19	Paper
Fourth-order compact scheme for option pricing under the Merton's and Kou's jump-diffusion models International Journal of Theoretical and Applied Finance	2018-06-29	Paper
High-order compact finite difference method for Black-Scholes PDE Springer Proceedings in Mathematics & Statistics	2016-04-22	Paper
A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs	N/A	Paper

Research outcomes over time

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