Jaspreet Kaur


Research Scholar

Department of Mathematics

IIT Guwahati

About

I am Jaspreet Kaur Anand, a Research Scholar in the Department of Mathematics at IIT Guwahati. I am currently working under the supervision of Prof. Natesan Srinivasan.


My primary research interest lies in Numerical Analysis, Differential Equations, Numerical Solutions of Partial Differential Equation, Fractional Differential Equations, Finite Difference Methods, Finite Element Methods, Discontinuous Galerkin Finite Element Method, Computational Finance, Programming in MATLAB.

Qualifications

  • Ph.D. : Department of Mathematics, Indian Institute of Technology, Guwahati (2020 onwards)
  • M.Sc. Mathematics:Department of Mathematics, Birla Institute of Technology, Mesra, Ranchi (2018-2020)
  • B.Sc. Mathematics: Institute for Excellence in Higher Education Bhopal, M.P. (2015-2018)
  • Higher Secondary: Holy Faith Higher Secondary School, Harda, M.P. (2015)
  • Secondary: Holy Faith Higher Secondary School, Harda, M.P. (2013)
  • INSPIRE Scholar: (2015-2020)
  • M.Sc. Mathematics: 1st Rank Holder
  • INSPIRE Fellow: (2020-ongoing)

Research Interests

  • Numerical Analysis, Differential Equations, Numerical Solutions of Partial Differential Equation, Fractional Differential Equations, Finite Difference Methods, Finite Element Methods, Discontinuous Galerkin Finite Element Method, Computational Finance.

Teaching Assistantship

  • MA - 101 : MATHEMATICS I :: November 2021 -March 2022
  • MA - 201 : MATHEMATICS III :: July 2022 -December 2022
  • MA - 102 : MATHEMATICS II :: January 2023 -April 2023
  • MA - 201 : MATHEMATICS III :: July 2023 -December 2023
  • MA - 322 : SCIENTIFIC COMPUTING :: January 2024 -April 2024
  • MA - 101 : MATHEMATICS I :: July 2024 -December 2024

Publication

  • J. Kaur, S. Natesan, A novel numerical scheme for time-fractional Black-Sholes PDE governing European options in mathematical finance, Numerical Algorithm, Vol 94 (2023), pp.1519-1549. (Springer, SCI, IF:1.7, SCImago SJR – Q1, h-index:80, AMS MCQ-1.21)
  • J. Kaur, S. Natesan, Numerical approximation of time-fractional Black-Scholes PDE by non-symmetric interior penalty Galerkin based method, Computational Economics, (2025), pp.1-24 (https://doi.org/10.1007/s10614-025-10881-9). (Springer, SCI, IF:1.9, SCImago SJR – Q2, h-index:51)
  • J. Kaur, S. Natesan, Pricing of options over time-fractional Black-Scholes jump-diffusion model with the methodology of NIPG, Journal of Applied Mathematics and Computing, (2025), pp.1-19 (https://doi.org/10.1007/s12190-025-02483-3). (Springer, SCI, IF:2.4, SCImago SJR – Q2, h-index:49, AMS MCQ-0.67)

Communicated

  • J. Kaur, S. Natesan (2024) Discontinuous Galerkin time stepping based NIPG method for Black-Scholes PDE (Communicated)
  • J. Kaur, S. Natesan (2024) Numerical approximation of time-fractional Black-Scholes Jump Diffusion model via cubic spline based approach (Communicated)
  • J. Kaur, S. Natesan (2024) Option pricing under time-fractional Black-Scholes jump-diffusion model using exponential B-splines (Communicated)
  • J. Kaur, S. Natesan, A. Gupta (2025) A novel fPINN approach for approximating time-fractional Black-Scholes PDEs and PIDEs arising in mathematical finance (Communicated)

Contact

Location:


New Research Scholar Lab (E1-34),

Department of Mathematics,

Indian Institute of Technology,

North Guwahati, Assam - 781039.

Ph: 0361 28 2642.