A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation. - Mohan K. Kadalbajoo; Lok Pati Tripathi; Alpesh Kumar (Math. Comput. Model., 2012)

Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option. - Mohan K. Kadalbajoo; Alpesh Kumar; Lok Pati Tripathi (Comput. Math. Appl., 2013)

A radial basis functions based finite differences method for wave equation with an integral condition. - Mohan K. Kadalbajoo; Alpesh Kumar; Lok Pati Tripathi (Appl. Math. Comput., 2015)

Application of the local radial basis function-based finite difference method for pricing American options. - Mohan K. Kadalbajoo; Alpesh Kumar; Lok Pati Tripathi (Int. J. Comput. Math., 2015)

Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models. - Mohan K. Kadalbajoo; Lok Pati Tripathi; Alpesh Kumar (J. Sci. Comput., 2015)

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. - Mohan K. Kadalbajoo; Lok Pati Tripathi; Alpesh Kumar (SIAM J. Numer. Anal., 2017)

Radial-basis-function-based finite difference operator splitting method for pricing American options. - Mohan K. Kadalbajoo; Alpesh Kumar; Lok Pati Tripathi (Int. J. Comput. Math., 2018)

A meshless local collocation method for time fractional diffusion wave equation. - Alpesh Kumar; Akanksha Bhardwaj; B. V. Rathish Kumar (Comput. Math. Appl., 2019)

A local meshless method for time fractional nonlinear diffusion wave equation. - Alpesh Kumar; Akanksha Bhardwaj (Numer. Algorithms, 2020)

A local meshless method to approximate the time-fractional telegraph equation. - Alpesh Kumar; Akanksha Bhardwaj; Shruti Dubey (Eng. Comput., 2021)

A numerical solution of time-fractional mixed diffusion and diffusion-wave equation by an RBF-based meshless method. - Akanksha Bhardwaj; Alpesh Kumar (Eng. Comput., 2022)

Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation. - Shengliang Zhang; Zhengjie Sun; Alpesh Kumar (Comput. Math. Appl., 2023)

RBF-based IMEX finite difference schemes for pricing option under liquidity switching. - Alpesh Kumar; Gobinda Rakshit; Deepak Kumar Yadav; Rajesh Yadav (Int. J. Comput. Math., 2024)

Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model. - Deepak Kumar Yadav; Akanksha Bhardwaj; Alpesh Kumar (Comput. Appl. Math., 2024)

RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients. - Rajesh Yadav; Deepak Kumar Yadav; Alpesh Kumar (Numer. Algorithms, 2024)

Adaptive Multiquadratic Radial Basis Function-based Explicit Runge-Kutta Methods. - Rajesh Yadav; Deepak Kumar Yadav; Alpesh Kumar (CoRR, 2025)