Alpesh Kumar
Orcid: 0000-0001-9695-4594
According to our database1,
Alpesh Kumar
authored at least 13 papers
between 2012 and 2024.
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Bibliography
2024
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model.
Comput. Appl. Math., February, 2024
2023
Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation.
Comput. Math. Appl., March, 2023
2022
A numerical solution of time-fractional mixed diffusion and diffusion-wave equation by an RBF-based meshless method.
Eng. Comput., 2022
2021
Eng. Comput., 2021
2020
Numer. Algorithms, 2020
2019
Comput. Math. Appl., 2019
2018
Radial-basis-function-based finite difference operator splitting method for pricing American options.
Int. J. Comput. Math., 2018
2017
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 J. Numer. Anal., 2017
2015
Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models.
J. Sci. Comput., 2015
Application of the local radial basis function-based finite difference method for pricing American options.
Int. J. Comput. Math., 2015
A radial basis functions based finite differences method for wave equation with an integral condition.
Appl. Math. Comput., 2015
2013
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option.
Comput. Math. Appl., 2013
2012
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation.
Math. Comput. Model., 2012