Davood Ahmadian

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
Stability and convergence analysis of stochastic Runge-Kutta and balanced stochastic Runge-Kutta methods for solving stochastic differential equations.
J. Appl. Math. Comput.
Vaz'he Rahimi, Davood Ahmadian, Anandaraman Rathinasamy
2024 J jnl
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods.
Appl. Math. Comput.
Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra
2024 J jnl
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model.
Appl. Math. Comput.
O. Farkhondeh Rouz, Sedaghat Shahmorad, Davood Ahmadian
2024 J jnl
Pricing Asian options under the mixed fractional Brownian motion with jumps.
Math. Comput. Simul.
F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra
2022 J jnl
Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinants.
Appl. Soft Comput.
Navid Parvini, Mahsa Abdollahi, Sattar Seifollahi, Davood Ahmadian
2021 J jnl
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.
Masoumeh Shahmoradi, Davood Ahmadian, Mojtaba Ranjbar
2020 J jnl
Robust numerical algorithm to the European option with illiquid markets.
Appl. Math. Comput.
Davood Ahmadian, O. Farkhondeh Rouz, Karim Ivaz, Ali Safdari-Vaighani
2020 J jnl
Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies.
J. Comput. Appl. Math.
Anandaraman Rathinasamy, Davood Ahmadian, Priya Nair
2019 J jnl
Stability analysis of split-step
Appl. Math. Comput.
Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra
2015 J jnl
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.
Int. J. Comput. Math.
Davood Ahmadian, Luca Vincenzo Ballestra
2012 J jnl
Radial basis functions with application to finance: American put option under jump diffusion.
Math. Comput. Model.
Ahmad Golbabai, Davood Ahmadian, Mariyan Milev