Ankur Kanaujiya

According to our database, Ankur Kanaujiya authored at least 3 papers between 2017 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2021

Pricing passport option using higher order compact scheme.

Ankur Kanaujiya, Siddhartha P. Chakrabarty

Comput. Math. Methods, November, 2021

2019

Valuation of American passport option using a three-time level scheme.

Ankur Kanaujiya, Siddhartha P. Chakrabarty

Comput. Appl. Math., 2019

2017

Pricing and estimates of Greeks for passport option: A three time level approach.

Ankur Kanaujiya, Siddhartha P. Chakrabarty

J. Comput. Appl. Math., 2017