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Pradeep Kumar Sahu
Pradeep Kumar Sahu
PhD Scholar
Verified email at iitp.ac.in
Title
Cited by
Cited by
Year
Three-Time Levels Compact Scheme for Pricing European Options Under Regime Switching Jump-Diffusion Models
PK Sahu, KS Patel, R Behera
International Conference on Mathematics and Computing, 367-378, 2023
12023
Compact schemes for variable coefficient convection-diffusion equations
A Goswami, KS Patel, PK Sahu
arXiv preprint arXiv:2209.02873, 2022
2022
HIGH ORDER METHOD FOR VARIABLE COEFFICIENT INTEGRO-DIFFERENTIAL EQUATIONS AND INEQUALITIES ARISING IN OPTION PRICING
PK SAHU, KS PATEL
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Articles 1–3