Low Dispersion Optimized High-Order Schemes for Discretization of Non-Linear Straight and Mixed Second Derivative Terms. - Hemanth Chandravamsi; Steven H. Frankel (CoRR, 2023)

High resolution optimized high-order schemes for discretization of non-linear straight and mixed second derivative terms. - Hemanth Chandravamsi; Steven H. Frankel (J. Comput. Phys., 2024)

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks. - Joao Felipe Gueiros; Hemanth Chandravamsi; Steven H. Frankel (CoRR, 2025)