Fourth-order compact scheme for option pricing under the Merton's and Kou's jump-diffusion models

von Patel, Kuldip Singh
Veröffentlicht in International journal of theoretical and applied finance (2018)

Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method

von Singh, Abhishek Kumar
Veröffentlicht in Computational science - ICCS 2020 ; Part II (2020)

Compact Finite Difference Method for Pricing European and American Options Under Jump-Diffusion Models

von Patel, Kuldip Singh
Veröffentlicht in International Conference on Computational Sciences - Modelling, Computing, and Soft Computing (1. : 2020 : Online) Computational Sciences - Modelling, Computing and Soft Computing (2021)

Analytic and Numerical Solutions of Space-Time Fractional Diffusion Wave Equations with Different Fractional Order

von Singh, Abhishek Kumar
Veröffentlicht in ICCS (21. : 2021 : Online) Computational science - ICCS 2021 ; Part 1 (2021)

Existence and Uniqueness of Time-Fractional Diffusion Equation on a Metric Star Graph

von Mehandiratta, aibhav
Veröffentlicht in International Conference on Computational Sciences - Modelling, Computing, and Soft Computing (1. : 2020 : Online) Computational Sciences - Modelling, Computing and Soft Computing (2021)

Data-Driven Discovery of Time Fractional Differential Equations

von Singh, Abhishek Kumar
Veröffentlicht in ICCS (22. : 2022 : London) Computational science - ICCS 2022 ; Part 2 (2022)