National Institute of Technology Rourkela

राष्ट्रीय प्रौद्योगिकी संस्थान राउरकेला

ଜାତୀୟ ପ୍ରଯୁକ୍ତି ପ୍ରତିଷ୍ଠାନ ରାଉରକେଲା

An Institute of National Importance

All Publications

Ankur Kanaujiya

Assistant Professor Grade-II
Kanaujiyaa@nitrkl.ac.in

N. Sahoo, R. Singh, A. Kanaujiya, and C. Cattani,"A new fourth-order compact finite difference method for solving Lane-Emden-Fowler type singular boundary value problems", Journal of Computational Science, vol.83, no.102474, Elsevier, December 2024, 10.1016/j.jocs.2024.102474       Article
J. Mohapatra, S. Santra, and A. Kanaujiya,"An Adaptive Mesh Based Computational Approach to the Option Price and Their Greeks in Time Fractional Black–Scholes Framework", Differential Equations and Dynamical Systems, Springer, November 2024, 10.1007/s12591-025-00708-2       Article
S. Padhi, J. Graef, and A. Kanaujiya,"Positive Solutions to Nonlinear Elliptic Equations Depending on a Parameter with Dirichlet Boundary Conditions", Differential Equations and Dynamical Systems, vol.31, pp.319-336, Springer 2023, 10.1007/s12591-019-00481-z       Article
S. P. Chakrabarty and A. Kanaujiya,"Mathematical Portfolio Theory and Analysis", pp.150, Birkhäuser Singapore, compact textbooks in mathematics 2023, 10.1007/978-981-19-8544-7       Book
S. Padhi, J. Ali, A. Kanaujiya, and J. Mohapatra,"Existence of positive solutions for a p-Laplacian equation with applications to Hematopoiesis", Journal of Mathematical Modeling, vol.10, no.2, pp.191-201, University of Guilan 2022, 10.22124/jmm.2021.19445.1670       Article
A. Kanaujiya and S. Chakrabarty,"Pricing passport option using higher order compact scheme", Computational and Mathematical Methods, vol.3, no.6, pp.e1204, John Wiley & Sons, Inc., November 2021, 10.1002/cmm4.1204       Article
A. Kanaujiya and S. Chakrabarty,"Valuation of American passport option using a three-time level scheme", Computational and Applied Mathematics, vol.38, no.2, Springer 2019, 10.1007/s40314-019-0785-9       Article
A. Kanaujiya and S. P. Chakrabarty,"Pricing European Passport Option with Radial Basis Function", International Journal of Applied and Computational Mathematics, vol.3, pp.1589-1604, Springer 2017, 10.1007/s40819-016-0240-1       Article
A. Kanaujiya and S. Chakrabarty,"Pricing and estimates of Greeks for passport option: A three time level approach", Journal of Computational and Applied Mathematics, vol.315, pp.49-64, Elsevier 2017, 10.1016/j.cam.2016.10.027       Article