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Saurabh Bansal

Postdoc Fellow · IISc Bangalore

https://researchid.co/sbansal
@iisc.ac.in
11Scopus Publications
40Google Scholar Citations
3Google Scholar h-index
2Google Scholar i10-index

Research Interests

Computational Finance

Education

Ph.D. IIT Guwahati M.Sc. IIT Bombay B.Sc. Central University of Rajasthan

Recent Scopus Publications

  1. A Robust and Effective Numerical Technique for Solving Black-Scholes PDEs
    Current Progress in Interdisciplinary Research Select Papers of Ric 2024 Volume 3, 2026
  2. Application of physics informed neural networks to partial integro-differential equations in financial modeling and decision making
    Applied Soft Computing, 2026
  3. Physics-informed neural network for option pricing weather derivatives model
    Computers and Mathematics with Applications, 2025
  4. An efficient and robust computational approach to passport option pricing PDEs
    Decisions in Economics and Finance, 2025
  5. Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks
    Computational Economics, 2025

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