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Chittaranjan Mishra
Chittaranjan Mishra
Indian Institute of Technology Ropar
Verified email at ua.ac.be
Title
Cited by
Cited by
Year
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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