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Chittaranjan Mishra
Chittaranjan Mishra
Indian Institute of Technology Ropar
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Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms
KJ in ʼt Hout, C Mishra
Applied Numerical Mathematics 74, 83-94, 2013
232013
Stability of the modified Craig–Sneyd scheme for two-dimensional convection–diffusion equations with mixed derivative term
KJ Hout, C Mishra
Mathematics and Computers in Simulation 81 (11), 2540-2548, 2011
192011
Engineering curriculum development based on education theories
J Prasad, A Goswami, B Kumbhani, C Mishra, H Tyagi, JH Jun, ...
Current Science, 1829-1834, 2018
122018
A new stability result for the modified Craig–Sneyd scheme applied to two-dimensional convection–diffusion equations with mixed derivatives
C Mishra
Applied Mathematics and Computation 285, 41-50, 2016
102016
A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme
C Mishra, X Lu
International Journal of Computer Mathematics 97 (6), 1320-1338, 2020
92020
Stability of alternating direction implicit schemes with application to financial option pricing equations
C Mishra
University of Antwerp, 2013
52013
A parallel cyclic reduction algorithm for pentadiagonal systems with application to a convection-dominated Heston PDE
A Ghosh, C Mishra
SIAM Journal on Scientific Computing 43 (2), C177-C202, 2021
42021
A Stability Result for the Modified Craig‐Sneyd Scheme Applied to 2D and 3D Pure Diffusion Equations
K in 't Hout, C Mishra
AIP Conference Proceedings 1281, 2029, 2010
4*2010
High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU
A Ghosh, C Mishra
Computers & Mathematics with Applications 105, 29-40, 2022
32022
Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU
A Ghosh, C Mishra
Applied Mathematics and Computation 409, 126411, 2021
32021
A stability result for the MCS scheme applied to 2D convection-diffusion equations with mixed derivative
C Mishra
AIP conference proceedings/American Institute of Physics.-New York 1479 …, 2012
12012
High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU [Formula presented]
A Ghosh, C Mishra
2022
Engineering curriculum development based on education theories
M Sohoni, SK Saha, KK Choudhary, SJ Singh, B Kumbhani, PK Raina, ...
2018
The study on inventory valuation for a business; analysis of pricing issue of materials fifo&lifo methods
CR Mishra
International Journal of Management, IT and Engineering 8 (7), 346-354, 2018
2018
Stability of Alternating Direction Implicit Schemes with Application to Financial Option Pricing Equations: Proefschrift
C Mishra
Universiteit Antwerpen, Faculteit Wetenschappen, Departement Wiskunde …, 2013
2013
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Artikelen 1–15