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)

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2. 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)

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3. S. Bansal, S. Natesan, A Novel Higher-Order Efficient Computational Method for Pricing European and Asian Options, Numerical Algorithms, 99 (2025), 1127-1159. (Springer, SCIE, IF: 1.7, MCQ: 1.21)

 

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 Interdisciplinary Research; Select 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)

 

8. S. Bansal, S. Natesan, An Efficient and Robust Computational Approach to Passport Option Pricing PDEs, Decisions in Economics and Finance, 2025. (Springer, ABDC-ranked B, IF: 0.7, MCQ: 0.19)

 

9. S. Bansal, S. Natesan, A Stabilized Finite Element Method for Solving Black–Scholes PDEs With Applications to Lookback Options, Indian Journal of Pure and Applied Mathematics, 2025. (Springer, SCIE, IF: 0.5, MCQ: 0.19)

 

10. S. Bansal, P. Boro, S. Natesan, Physics-Informed Neural Network for Option Pricing Weather Derivatives Model, Computers & Mathematics with Applications, 2025. (Elsevier, SCIE, IF: 2.5, MCQ: 1.04)

 

11. S. Bansal, P. Boro, S. Natesan, Application of Physics-Informed Neural Networks to Partial Integro-Differential Equations in Financial Modeling and Decision Making, 2025. (Revision submitted)

 

12. S. Bansal, S. Natesan, Physics-Informed Neural Networks: A New Frontier in Option Pricing, 2025. (Under review)

 

13. S. Bansal, S. Natesan, Physics-Informed Neural Networks for Accurate Pricing of American Options Under Jump-Diffusion Models, 2024. (Under review)​​