Chittaranjan Mishra

Available identifiers

zbMath Open mishra.chittaranjanMaRDI QIDQ825499

List of research outcomes

Publication	Date of Publication	Type
A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme	2022-02-17	Paper
High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU	2021-12-17	Paper
Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU	2021-11-11	Paper
A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE	2021-06-29	Paper
A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives	2019-03-21	Paper

Research outcomes over time

This page was built for person: Chittaranjan Mishra