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Ankur Kanaujiya
ORCID
Publication Activity (10 Years)
Years Active: 2017-2021
Publications (10 Years): 3
Top Topics
Pairwise
Detection Scheme
Real Option
Database Systems
Top Venues
Comput. Math. Methods
J. Comput. Appl. Math.
Comput. Appl. Math.
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Publications
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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)