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Scopus Author ID: 57223426713

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India

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Education and qualifications (1)

Indian Institute of Technology Ropar: Ropar, Punjab, IN

2016-01-01 to 2021-11-05 | PhD (Mathematics)
Education
Source: Self-asserted source
Abhijit Ghosh

Works (3)

High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU

Computers & Mathematics with Applications
2022-01 | Journal article
DOI: 10.1016/j.camwa.2021.11.012
Part of ISSN: 0898-1221
Source: Self-asserted source
Abhijit Ghosh
grade
Preferred source (of 2)‎

A parallel cyclic reduction algorithm for pentadiagonal systems with application to a convection-dominated heston pde

SIAM Journal on Scientific Computing
2021 | Journal article
DOI: 10.1137/20M1311053
EID:

2-s2.0-85105848367

Part of ISSN: 10957197 10648275
Contributors: GHOSH, A.; MISHRA, C.
Source: Self-asserted source
Abhijit Ghosh via Scopus - Elsevier

Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU

Applied Mathematics and Computation
2021 | Journal article
DOI: 10.1016/j.amc.2021.126411
EID:

2-s2.0-85107911636

Part of ISSN: 00963003
Contributors: Ghosh, A.; Mishra, C.
Source: Self-asserted source
Abhijit Ghosh via Scopus - Elsevier
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