Saurabh Bansal

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An efficient and robust computational approach to passport option pricing PDEs Decisions in Economics and Finance	2026-01-16	Paper
Physics-informed neural network for option pricing weather derivatives model Computers & Mathematics with Applications	2025-11-20	Paper
An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems Mediterranean Journal of Mathematics	2024-11-04	Paper
Richardson extrapolation technique for generalized Black-Scholes PDEs for European options Computational and Applied Mathematics	2023-07-20	Paper
Technical note -- A Monge sequence-based approach to characterize the competitive newsvendor problem Operations Research	2022-05-31	Paper
Approximate computation of exact association rules	2022-03-21	Paper
Optimal market-integration decisions by policymakers: modeling and analysis of agriculture market data Operations Research	2022-02-18	Paper
Planning for end-user substitution in agribusiness Operations Research	2021-01-08	Paper
Estimating uncertainties using judgmental forecasts with expert heterogeneity Operations Research	2020-11-08	Paper
Impact of Compound and Reduced Specification on Valuation of Projects with Multiple Risks Decision Analysis	2020-09-07	Paper
Technical note: Multivariate partial-expectation results for exact solutions of two-stage problems Operations Research	2018-01-11	Paper
Using experts' noisy quantile judgments to quantify risks: theory and application to agribusiness Operations Research	2017-12-15	Paper
Product Portfolio Management with Production Flexibility in Agribusiness Operations Research	2017-09-26	Paper

Research outcomes over time

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