"The purpose of computation is insight, not numbers"
- Richard Hamming
- Richard Hamming
PhD (Mathematics), Indian Institute of Technology Kanpur, Kanpur, 2012
MSc (Applied Mathematics), Indian Institute of Technology Roorkee, Roorkee, 2006
BSc (Maths, Stats and Physics), Lucknow University, Lucknow, 2003
Associate Professor, Rajiv Gandhi Institute of Petroleum Technology, Jais, Amethi, October 2022 – Present
Assistant Professor, Rajiv Gandhi Institute of Petroleum Technology, Jais, Amethi, 2013 – September 2022
Research Associate, Indian Institute of Technology Kanpur, March 2012 – December 2012
Numerical Analysis
Scientific Computing
Computational and Geophysical Fluid Dynamics
Partial Differential Equations
Computational Finance
Stochastic Finance
Mathematical Biology
Our work on "Option Pricing Using the IMEX-AVF Method with High Jump Intensity" has been accepted for publication in the Journal of Computational and Applied Mathematics, 2025.
Another research article from our group, titled “Numerical Valuation of American Options with Liquidity Shocks Using IMEX Methods”, has been accepted for publication in Numerical Algorithms, 2025. Congratulations to my co-authors (Dr Ankit Singh and Dr Vikas Maurya) on this achievement!