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Ankur Kanaujiya
ORCID
Publication Activity (10 Years)
Years Active: 2017-2025
Publications (10 Years): 5
Top Topics
Black Scholes Model
Detection Scheme
Option Pricing
Database Systems
Top Venues
J. Comput. Appl. Math.
Comput. Math. Methods
Comput. Appl. Math.
J. Appl. Math. Comput.
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Publications
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Akanksha Singh
,
Ankur Kanaujiya
,
Jugal Mohapatra
Euler wavelets method for optimal control problems of fractional integro-differential equations.
J. Comput. Appl. Math.
454 (2025)
Akanksha Singh
,
Ankur Kanaujiya
,
Jugal Mohapatra
Chelyshkov wavelet method for solving multidimensional variable order fractional optimal control problem.
J. Appl. Math. Comput.
70 (4) (2024)
Ankur Kanaujiya
,
Siddhartha P. Chakrabarty
Pricing passport option using higher order compact scheme.
Comput. Math. Methods
3 (6) (2021)
Ankur Kanaujiya
,
Siddhartha P. Chakrabarty
Valuation of American passport option using a three-time level scheme.
Comput. Appl. Math.
38 (2) (2019)
Ankur Kanaujiya
,
Siddhartha P. Chakrabarty
Pricing and estimates of Greeks for passport option: A three time level approach.
J. Comput. Appl. Math.
315 (2017)