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)

Optimal error analysis of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs. - Aditi Tomar; Lok Pati Tripathi; Amiya K. Pani (CoRR, 2023)

On a non-uniform α-robust IMEX-L1 mixed FEM for time-fractional PIDEs. - Lok Pati Tripathi; Aditi Tomar; Amiya K. Pani (Adv. Comput. Math., 2025)