AS
Ankit Singh
Indian Institute of Technology Kanpur, Rajiv Gandhi Institute of Petroleum Technology
0000-0002-1487-3086
Employment
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Indian Institute of Technology Kanpur NPDF2025 - Present
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Rajiv Gandhi Institute of Petroleum Technology PhD Scholar
Education
Education history is unavailable.
Projects & Funding
Projects & funding information is unavailable.
Publications (13)
- Space–time discretizing dispersion relation preserving schemes for inhomogeneous damped wave equations Save
- Numerical valuation of American options with liquidity shocks using IMEX methods Save
- Option pricing using the IMEX-AVF method with high jump intensity Save
- Acoustic and soliton propagation using fully-discrete energy preserving partially implicit scheme in homogeneous and heterogeneous mediums Save
- Strong stability preserving multiderivative time marching methods for stiff reaction–diffusion systems Save
- Exploring Acoustic and Sound Wave Propagation Simulations: A Novel Time Advancement Method for Homogeneous and Heterogeneous Media Save
- Numerical analysis and simulation of European options under liquidity shocks: A coupled semilinear system approach with new IMEX methods Save
- Implicit-explicit Runge–Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models Save
- Efficient pricing of options in jump–diffusion models: Novel implicit–explicit methods for numerical valuation Save
- New RK type time-integration methods for stiff convection–diffusion–reaction systems Save