Davood Ahmadian

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 8

Top Topics

Stochastic Differential Equations

Top Venues

Appl. Math. Comput.

Math. Comput. Simul.

J. Comput. Appl. Math.

Int. J. Comput. Math.

Publications

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 (2024)
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 (2024)
F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra
Pricing Asian options under the mixed fractional Brownian motion with jumps. Math. Comput. Simul. 226 (2024)
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 (2022)
Davood Ahmadian, O. Farkhondeh Rouz, K. Ivaz, A. Safdari-Vaighani
Robust numerical algorithm to the European option with illiquid markets. Appl. Math. Comput. 366 (2020)
Anandaraman Rathinasamy, Davood Ahmadian, Priya Nair
Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies. J. Comput. Appl. Math. 377 (2020)
Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra
-Milstein method for a class of n-dimensional stochastic differential equations. Appl. Math. Comput. 348 (2019)
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) (2015)
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) (2012)