Concepedia

Lok Pati Tripathi

LP

11

Publications

308

Citations

11

H-Index

2011

Active since

Affiliations

Indian Institute of Technology Kanpur(Current)

Lok Pati Tripathi is an author at Indian Institute of Technology Kanpur specializing in numerical analysis, engineering, and option pricing.

Top concepts

Numerical AnalysisEngineeringOption PricingApproximation TheoryBusinessAsset PricingJump DiffusionsFunctional AnalysisStochastic CalculusMathematical Programming

Publications per year

2011–2017

11

Publications

11

A cubic B-spline collocation method for a numerical solution of the generalized Black–Scholes equation

Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar · Mathematical and Computer Modelling · 2011 · 74 citations

Numerical Analysis, Method Of Fundamental Solution, Numerical Computation +5

Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models

Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar · Journal of Scientific Computing · 2015 · 49 citations

Option Pricing, Computational Finance, Asset Pricing +8

A radial basis function based implicit–explicit method for option pricing under jump-diffusion models

Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi · Applied Numerical Mathematics · 2016 · 39 citations

Numerical Analysis, Option Pricing, Engineering +7

Application of the local radial basis function-based finite difference method for pricing American options

Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi · International Journal of Computer Mathematics · 2014 · 31 citations

Numerical Analysis, Method Of Fundamental Solution, Option Pricing +10

An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options

Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar · SIAM Journal on Numerical Analysis · 2017 · 22 citations

Numerical Analysis, Mathematical Programming, Engineering +18

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