Pradeep Kumar Sahu

According to our database, Pradeep Kumar Sahu authored at least 5 papers between 2022 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Stability and error estimates of operator-splitting methods for pricing American option under regime-switching model with jumps.

Pradeep Kumar Sahu, Kuldip Singh Patel, Muddun Bhuruth

Numer. Algorithms, June, 2026

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., July, 2025

Variable time step operator splitting methods with stability and error estimates for pricing American options.

Pradeep Kumar Sahu, Kuldip Singh Patel

Int. J. Comput. Math., 2025

2024

High-order accurate variable time step compact schemes for pricing vanilla and exotic options.

Pradeep Kumar Sahu, Kuldip Singh Patel

J. Appl. Math. Comput., October, 2024

2022

Compact schemes for variable coefficient convection-diffusion equations.

Anindya Goswami, Kuldip Singh Patel, Pradeep Kumar Sahu

CoRR, 2022