Alpesh Kumar

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2025 J jnl
Adaptive Multiquadratic Radial Basis Function-based Explicit Runge-Kutta Methods.
CoRR
Rajesh Yadav, Deepak Kumar Yadav, Alpesh Kumar
2024 J jnl
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model.
Comput. Appl. Math.
Deepak Kumar Yadav, Akanksha Bhardwaj, Alpesh Kumar
2024 J jnl
RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients.
Numer. Algorithms
Rajesh Yadav, Deepak Kumar Yadav, Alpesh Kumar
2024 J jnl
RBF-based IMEX finite difference schemes for pricing option under liquidity switching.
Int. J. Comput. Math.
Alpesh Kumar, Gobinda Rakshit, Deepak Kumar Yadav, Rajesh Yadav
2023 J jnl
Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation.
Comput. Math. Appl.
Shengliang Zhang, Zhengjie Sun, Alpesh Kumar
2022 J jnl
A numerical solution of time-fractional mixed diffusion and diffusion-wave equation by an RBF-based meshless method.
Eng. Comput.
Akanksha Bhardwaj, Alpesh Kumar
2021 J jnl
A local meshless method to approximate the time-fractional telegraph equation.
Eng. Comput.
Alpesh Kumar, Akanksha Bhardwaj, Shruti Dubey
2020 J jnl
A local meshless method for time fractional nonlinear diffusion wave equation.
Numer. Algorithms
Alpesh Kumar, Akanksha Bhardwaj
2019 J jnl
A meshless local collocation method for time fractional diffusion wave equation.
Comput. Math. Appl.
Alpesh Kumar, Akanksha Bhardwaj, B. V. Rathish Kumar
2018 J jnl
Radial-basis-function-based finite difference operator splitting method for pricing American options.
Int. J. Comput. Math.
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
2017 J jnl
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.
Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar
2015 J jnl
A radial basis functions based finite differences method for wave equation with an integral condition.
Appl. Math. Comput.
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
2015 J jnl
Application of the local radial basis function-based finite difference method for pricing American options.
Int. J. Comput. Math.
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
2015 J jnl
Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models.
J. Sci. Comput.
Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar
2013 J jnl
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option.
Comput. Math. Appl.
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
2012 J jnl
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation.
Math. Comput. Model.
Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar