Abhijit Ghosh

Employment

Employment history is unavailable.

Education

• Indian Institute of Technology Ropar PhD
  2016 - 2021

Projects & Funding

Projects & funding information is unavailable.

Publications (3)

• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU
  Computers & Mathematics with Applications 2022 DOI: 10.1016/j.camwa.2021.11.012
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• A parallel cyclic reduction algorithm for pentadiagonal systems with application to a convection-dominated heston pde
  SIAM Journal on Scientific Computing 2021 DOI: 10.1137/20M1311053
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• Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU
  Applied Mathematics and Computation 2021 DOI: 10.1016/j.amc.2021.126411
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