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Browsing by Author Mishra, C.
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
| 3-Jul-2021 | A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme | Mishra, C.; Lu, X. |
| 5-Oct-2018 | Engineering curriculum development based on education theories | Prasad, J.; Goswami, A.; Kumbhani, B.; Mishra, C.; Tyagi, H.; Jun, J.H.; Choudhary, K.K.; Kumar, M.; James, N.; Reddy, V.R.S.; Singh, S.J.; Kashyap, D.; Sohoni, M.; DasGupta, N.; Raina, P.K.; Saha, S.K.; Mittal, S.; Chakraborty, S.; Das, S.K. |
| 1-Jul-2022 | High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU[Formula presented] | Ghosh, A.; Mishra, C. |
| 17-Jul-2021 | Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU | Ghosh, A.; Mishra, C. |
| 19-Jul-2016 | A new stability result for the modified Craig–Sneyd scheme applied to two-dimensional convection–diffusion equations with mixed derivatives | Mishra, C. |
| 30-Jul-2021 | A parallel cyclic reduction algorithm for pentadiagonal systems with application to a convection-dominated heston pde | Ghosh, A.; Mishra, C. |
