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2020 – today
- 2024
[j10]Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra:
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. Appl. Math. Comput. 470: 128570 (2024)- [j9]O. Farkhondeh Rouz, Sedaghat Shahmorad
, Davood Ahmadian:
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model. Appl. Math. Comput. 475: 128720 (2024) - [j8]F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra:
Pricing Asian options under the mixed fractional Brownian motion with jumps. Math. Comput. Simul. 226: 172-183 (2024) - 2022
- [j7]Navid Parvini, Mahsa Abdollahi, Sattar Seifollahi, Davood Ahmadian:
Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinants. Appl. Soft Comput. 121: 108707 (2022) - 2021
- [j6]Masoumeh Shahmoradi, Davood Ahmadian, Mojtaba Ranjbar:
Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations. Comput. Appl. Math. 40(4) (2021) - 2020
- [j5]Davood Ahmadian, O. Farkhondeh Rouz, Karim Ivaz, Ali Safdari-Vaighani:
Robust numerical algorithm to the European option with illiquid markets. Appl. Math. Comput. 366 (2020) - [j4]Anandaraman Rathinasamy, Davood Ahmadian, Priya Nair:
Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies. J. Comput. Appl. Math. 377: 112890 (2020)
2010 – 2019
- 2019
- [j3]Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra:
Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations. Appl. Math. Comput. 348: 413-424 (2019) - 2015
- [j2]Davood Ahmadian, Luca Vincenzo Ballestra:
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. Int. J. Comput. Math. 92(11): 2310-2328 (2015) - 2012
- [j1]Ahmad Golbabai, Davood Ahmadian, Mariyan Milev:
Radial basis functions with application to finance: American put option under jump diffusion. Math. Comput. Model. 55(3-4): 1354-1362 (2012)
Coauthor Index
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