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Saurabh Bansal
Saurabh Bansal
Research Scholar, IIT Guwahati
在 iitg.ac.in 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Richardson extrapolation technique for generalized Black–Scholes PDEs for European options
S Bansal, S Natesan
Computational and Applied Mathematics 42 (5), 238, 2023
22023
An Efficient Fourth-Order Numerical Scheme for Nonlinear Multi-asset Option Pricing Problems
S Bansal, S Natesan
Mediterranean Journal of Mathematics 21 (7), 1-25, 2024
2024
A novel higher-order efficient computational method for pricing European and Asian options
S Bansal, S Natesan
Numerical Algorithms, 1-33, 2024
2024
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