V.M.K. Prasad Goura

A compact finite difference scheme for fractional Black-Scholes option pricing model

Pradip Roul, V.M.K. Prasad Goura · Applied Numerical Mathematics · 2021 · 60 citations

Option Pricing, Black-scholes Model, Fractional-order System +4

A compact finite difference method for a general class of nonlinear singular boundary value problems with Neumann and Robin boundary conditions

Pradip Roul, V.M.K. Prasad Goura, Ravi P. Agarwal · Applied Mathematics and Computation · 2019 · 52 citations

Numerical Analysis, Method Of Fundamental Solution, Engineering +7

B-spline collocation methods and their convergence for a class of nonlinear derivative dependent singular boundary value problems

Pradip Roul, V.M.K. Prasad Goura · Applied Mathematics and Computation · 2018 · 46 citations

Numerical Analysis, Method Of Fundamental Solution, Engineering +6

A high order numerical scheme for solving a class of non‐homogeneous time‐fractional reaction diffusion equation

Pradip Roul, V.M.K. Prasad Goura · Numerical Methods for Partial Differential Equations · 2020 · 41 citations

Numerical Analysis, Engineering, Fractional-order System +8

An optimal sixth‐order quartic B‐spline collocation method for solving Bratu‐type and Lane‐Emden–type problems

Pradip Roul, Kiran Thula, V.M.K. Prasad Goura · Mathematical Methods in the Applied Sciences · 2019 · 39 citations

Numerical Analysis, Lane‐emden–type Problems, Geometric Interpolation +10