National Institute of Technology Rourkela

राष्ट्रीय प्रौद्योगिकी संस्थान राउरकेला

ଜାତୀୟ ପ୍ରଯୁକ୍ତି ପ୍ରତିଷ୍ଠାନ ରାଉରକେଲା

An Institute of National Importance

All Publications

Ankur Kanaujiya

Assistant Professor Grade-II
Kanaujiyaa@nitrkl.ac.in

A. Kanaujiya and S. P. Chakrabarty,"Pricing European Passport Option with Radial Basis Function", International Journal of Applied and Computational Mathematics, vol.3, pp.1589-1604, Springer 2017, 10.1007/s40819-016-0240-1       Article
A. Kanaujiya and S. Chakrabarty,"Pricing and estimates of Greeks for passport option: A three time level approach", Journal of Computational and Applied Mathematics, vol.315, pp.49-64, Elsevier 2017, 10.1016/j.cam.2016.10.027       Article