MUMBAI, India, June 22 -- Intellectual Property India has published a patent application (202641069374 A) filed by Sr University on June 03, 2026, for A System And A Method To Perform Hyperbolic Regularization Of Nonlinear Black-Scholes Equations With Jump Processes.
Inventors include Macharla Navya; and Vikas Maurya.
The application for the patent was published on June 12, 2026, under issue no. 24/2026.
Abstract: ABSTRACT A SYSTEM AND A METHOD TO PERFORM HYPERBOLIC REGULARIZATION OF NONLINEAR BLACK-SCHOLES EQUATIONS WITH JUMP PROCESSES The present disclosure is directed to a system and method for performing hyperbolic regularization of nonlinear Black-Scholes equations with jump processes for stable financial derivative pricing and convergence analysis. The system consists of a nonlinear equation formulation module for generating nonlinear partial integro-differential equations with gamma-dependent volatility structures and nonlocal jump operators related to discontinuous asset price dynamics. The stable backward parabolic equations are converted into dissipative hyperbolic systems, more amenable to analysis and stability, by using a hyperbolic regularization module (by adding one or more relaxation parameters). The system further comprises a nonlocal operator integration module, an energy inequality analysis module, and a convergence computation module configured to establish the existence, boundedness, regularity, and convergence of a mild solution under minimal regularity conditions. The proposed framework produces stable derivative pricing results, convergence reports, and analytical stability measures for European options, nonlinear transaction cost models, jump-diffusion financial systems and quantitative risk analysis applications.
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