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O. Farkhondeh Rouz
Publication Activity (10 Years)
Years Active: 2019-2024
Publications (10 Years): 3
Top Topics
Tree Structure
Bayesian Framework
Cost Function
Selection Algorithm
Top Venues
Appl. Math. Comput.
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Publications
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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)
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)
Davood Ahmadian
,
O. Farkhondeh Rouz
,
Luca Vincenzo Ballestra
-Milstein method for a class of n-dimensional stochastic differential equations.
Appl. Math. Comput.
348 (2019)