Algorithm 986: A Suite of Compact Finite Difference Schemes. - Mani Mehra; Kuldip Singh Patel (ACM Trans. Math. Softw., 2017)

Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients. - Kuldip Singh Patel; Mani Mehra (J. Comput. Appl. Math., 2020)

Compact schemes for variable coefficient convection-diffusion equations. - Anindya Goswami; Kuldip Singh Patel; Pradeep Kumar Sahu (CoRR, 2022)

Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data. - Kumar Shubham; Vivek Tiwari; Kuldip Singh Patel (Int. J. Artif. Intell. Tools, 2023)

High-order accurate variable time step compact schemes for pricing vanilla and exotic options. - Pradeep Kumar Sahu; Kuldip Singh Patel (J. Appl. Math. Comput., 2024)

Domain truncation error analysis for a multidimensional system of PDEs of option prices. - Anindya Goswami; Kuldip Singh Patel (Math. Comput. Simul., 2025)

A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs. - Anindya Goswami; Kuldip Singh Patel; Pradeep Kumar Sahu (Comput. Appl. Math., 2025)