Lok Pati Tripathi - researchr alias

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Viewing Publication 1 - 8 from 8

2025

On a non-uniform α-robust IMEX-L1 mixed FEM for time-fractional PIDEsLok Pati Tripathi, Aditi Tomar, Amiya K. Pani. adcm, 51(1):11, February 2025. [doi]

2018

Radial-basis-function-based finite difference operator splitting method for pricing American optionsMohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi. ijcm, 95(11):2343-2359, 2018. [doi]

2017

An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American OptionsMohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar. siamnum, 55(2):869-891, 2017. [doi]

2015

Application of the local radial basis function-based finite difference method for pricing American optionsMohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi. ijcm, 92(8):1608-1624, 2015. [doi]

A radial basis functions based finite differences method for wave equation with an integral conditionMohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi. amc, 253:8-16, 2015. [doi]

Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion ModelsMohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar. jscic, 65(3):979-1024, 2015. [doi]

2013

Application of radial basis function with L-stable Padé time marching scheme for pricing exotic optionMohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi. cma, 66(4):500-511, 2013. [doi]

2012

A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equationMohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar. mcm, 55(3-4):1483-1505, 2012. [doi]

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