SB
Saurabh Bansal
Rajiv Gandhi Institute of Petroleum Technology, Indian Institute of Science Bangalore, Indian Institute of Technology Guwahati, Indian Institute of Technology Bombay, Central University of Rajasthan
Research areas: Economics, Econometrics and Finance · Finance · Stochastic processes and financial applications · Differential Equations and Numerical Methods · Advanced Numerical Methods in Computational Mathematics
0000-0002-7798-3290
Employment
-
Rajiv Gandhi Institute of Petroleum Technology Assistant Professor2026 - Present
-
Indian Institute of Science Bangalore Postdoctoral Fellow2026 - 2026
-
University of Petroleum and Energy Studies Assistant Professor2025 - 2026
Education
- 2020 - 2025
-
Indian Institute of Technology Bombay Master of Science2018 - 2020
- 2015 - 2018
Projects & Funding
Projects & funding information is unavailable.
Publications (11)
- Application of physics informed neural networks to partial integro-differential equations in financial modeling and decision making Save
- Physics-informed neural network for option pricing weather derivatives model Save
- A Robust and Effective Numerical Technique for Solving Black-Scholes PDEs Save
- A Stabilized Finite Element Method for Solving Black-Scholes PDEs with Applications to Lookback Options Save
- A novel higher-order efficient computational method for pricing European and Asian options Save
- An Accurate and Stable Numerical Method for Pricing Asian Options Save
- An efficient and robust computational approach to passport option pricing PDEs Save
- An efficient robust computational method for solving Black-Scholes PDEs Save
- Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks Save
- An Efficient Fourth-Order Numerical Scheme for Nonlinear Multi-asset Option Pricing Problems Save
- Richardson extrapolation technique for generalized Black-Scholes PDEs for European options Save