Lok Pati Tripathi

Lok Pati Tripathi

Indian Institute of Technology IIT Goa - Goa / India
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4546462
भारतीय प्रौद्योगिकी संस्थान IIT गोवा
person_outline Lok Pati Tripathi's MOST POPULAR ARTICLES
1-) A cubic B-spline collocation method for a numerical solution of the generalized Black–Scholes equationMK Kadalbajoo, LP Tripathi, A KumarMathematical and Computer Modelling 55 (3-4), 1483-1505, 2012702012
2-) Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion modelsMK Kadalbajoo, LP Tripathi, A KumarJournal of Scientific Computing 65 (3), 979-1024, 2015302015
3-) Application of the local radial basis function-based finite difference method for pricing American optionsMK Kadalbajoo, A Kumar, LP TripathiInternational Journal of Computer Mathematics 92 (8), 1608-1624, 2015322015
4-) A radial basis function based implicit–explicit method for option pricing under jump-diffusion modelsMK Kadalbajoo, A Kumar, LP TripathiApplied Numerical Mathematics 110, 159-173, 2016312016
5-) A numerical study of Asian option with radial basis functions based finite differences methodA Kumar, LP Tripathi, MK KadalbajooEngineering Analysis with Boundary Elements 50, 1-7, 2015282015