Pradip Roul

Modeling and Simulation · 2020–2021

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Modeling and Simulation — 11 citations into it
• Finance — 8 citations into it
• Applied Mathematics — 7 citations into it

Whom Pradip Roul trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Guy Jumarie
2. Lina Song
3. Sunil Kumar
4. Asma Ali Elbeleze

Papers from Pradip Roul's perspective

Ordered by how strongly the researchers Pradip Roul trusts endorse each paper. Same corpus, a different order for every researcher.

1. THE FRACTIONAL BLACK-SCHOLES EQUATION
2. Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
3. The homotopy perturbation method for the Black–Scholes equation
4. The Pricing of Options and Corporate Liabilities
5. Fractional Differential Equations
6. Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation (Applied Mathematics and Computation)
7. Sumudu transform and the solution of integral equations of convolution type
8. Stochastic differential equations
9. A review of E infinity theory and the mass spectrum of high energy particle physics
10. Homotopy perturbation method for nonlinear partial differential equations of fractional order

Their papers

• A compact finite difference scheme for fractional Black-Scholes option pricing model (2021) — 58 citations
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (2020) — 108 citations