Pradip Roul

A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options

Pradip Roul · Applied Numerical Mathematics · 2019 · 112 citations

Numerical Analysis, Option Pricing, Validated Numerics +5

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 fourth-order B-spline collocation method and its error analysis for Bratu-type and Lane–Emden problems

Pradip Roul, Kiran Thula · International Journal of Computer Mathematics · 2017 · 59 citations

Numerical Analysis, Cubic B-spline Approach, Error Analysis +14

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

A new high-order numerical method for solving singular two-point boundary value problems

Pradip Roul, Kiran Thula · Journal of Computational and Applied Mathematics · 2018 · 47 citations

Numerical Analysis, Method Of Fundamental Solution, Numerical Computation +5