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Saurabh Bansal
Institution:
Indian Institute of Technology Guwahati
Observed institution:
Indian Institute of Technology Guwahati
ORCID:
0000-0002-7798-3290
Observed ORCID:
0000-0002-7798-3290
OpenAlex ID:
A5101727564
Richardson extrapolation technique for generalized Black–Scholes PDEs for European options
2023
·
Saurabh Bansal
, Srinivasan Natesan
·
Computational and Applied Mathematics
·
11
A novel higher-order efficient computational method for pricing European and Asian options
2024
·
Saurabh Bansal
, Srinivasan Natesan
·
Numerical Algorithms
·
9
An Efficient Fourth-Order Numerical Scheme for Nonlinear Multi-asset Option Pricing Problems
2024
·
Saurabh Bansal
, Srinivasan Natesan
·
Mediterranean Journal of Mathematics
·
7
Multi-class Fault Diagnosis in Gears Using Machine Learning Algorithms Based on Time Domain Data
2017
·
Rajiv Tiwari
, D. J. Bordoloi
, et al.
·
International journal of COMADEM
·
7
Physics-informed neural network for option pricing weather derivatives model
2025
·
Saurabh Bansal
, Pradanya Boro
, et al.
·
Computers & Mathematics with Applications
·
4
An Accurate and Stable Numerical Method for Pricing Asian Options
2025
·
Saurabh Bansal
, Srinivasan Natesan
·
Methodology And Computing In Applied Probability
·
2
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks
2025
·
Satyadev Badireddi
, Saurabh Bansal
, et al.
·
Computational Economics
·
2
Application of physics informed neural networks to partial integro-differential equations in financial modeling and decision making
2025
·
Saurabh Bansal
, Pradanya Boro
, et al.
·
Applied Soft Computing
·
1
A Stabilized Finite Element Method for Solving Black–Scholes PDEs with Applications to Lookback Options
2025
·
Saurabh Bansal
, Srinivasan Natesan
·
Indian Journal of Pure and Applied Mathematics
·
1
An efficient robust computational method for solving Black-Scholes PDEs
2025
·
Saurabh Bansal
, Natesan Srinivasan
·
Mathematical communications
An efficient and robust computational approach to passport option pricing PDEs
2025
·
Saurabh Bansal
, Srinivasan Natesan
·
Decisions in Economics and Finance
A Robust and Effective Numerical Technique for Solving Black-Scholes PDEs
2025
·
Saurabh Bansal
, Srinivasan Natesan
·
Springer eBooks
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Works count:
12
Citation count:
44
H-index:
4
I10-index:
1
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