The following pages link to Davood Ahmadian (Q1931062):
Displaying 14 items.
- Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
- Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- On a generalized Gaussian radial basis function: analysis and applications (Q2294428) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- (Q2903918) (← links)
- (Q2906673) (← links)
- An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps (Q5003927) (← links)
- The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems (Q5015759) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods (Q6130121) (← links)
