Research Interest : Currently, I'm a full-time research scholar in the Department of Mathematics , IIT Guwahati under the supervision of Prof. Natesan Srinivasan. My primary research interests lie in Computational and Mathematical Finance, Neural Networks, Machine Learning, Numerical Analysis, Differential Equations (ODE/PDE), Finite Element Method, Finite Difference Method.

Publications

Accepted

1. S. Bansal, S. Natesan, Richardson extrapolation technique for generalized Black–Scholes PDEs for European options, Computational and Applied Mathematics, 42(5) (2023), 238. (Springer, SCIE, IF: 2.5, MCQ: 0.47)

2. S. Bansal, S. Natesan, A novel higher-order efficient computational method for pricing European and Asian options, Numerical Algorithms, 1–33, 2024. (Springer, SCIE, IF: 1.7, MCQ: 1.21)

3. S. Bansal, S. Natesan, An Efficient Fourth-Order Numerical Scheme for Nonlinear Multi-Asset Option Pricing Problems, Mediterranean Journal of Mathematics, 21(7) (2024), 1-25. (Springer, SCIE, IF: 1.1, MCQ: 0.68)

4. S. Badireddi, S. Bansal, S. Natesan, Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks, Computational Economics, 1–32, 2025. (Springer, SCIE, IF: 1.9)

5. S. Bansal, S. Natesan, A robust and effective numerical technique for solving Black-Scholes PDEs, Current Progress in Engineering Sciences; Selected Papers of RIC 2024, (In Press).

6. S. Bansal, S. Natesan, An efficient robust computational method for solving Black-Scholes PDEs, Mathematical Communications, 2025. (Mathos, SCIE, IF: 0.7, MCQ: 0.19)

7. S. Bansal, S. Natesan, An accurate and stable numerical method for pricing Asian options, Methodology and Computing in Applied Probability, 2025. (Springer, SCIE, IF: 1.0, MCQ: 0.25)

Revised and Resubmitted

1. S. Bansal, P. Boro, S. Natesan, Application of physics informed neural networks to partial integro-differential equations in financial modeling and decision making, (2025). (Minor revision submitted)

2. S. Bansal, S. Natesan, An efficient and robust computational approach to passport option pricing PDEs, (2024). (Revision submitted)

Communicated

1. S. Bansal, P. Boro, S. Natesan, Physics-informed neural network for option pricing weather derivatives model, (2025). (Under review).

2. S. Bansal, S. Natesan, Physics-informed neural networks: A new frontier in option pricing, (2025). (Under review)

3. S. Bansal, S. Natesan, Physics-informed neural networks for accurate pricing of American options under jump-diffusion models, (2024). (Under review)