D. Ahmadian

Available identifiers

zbMath Open ahmadian.davoodMaRDI QIDQ1931062

List of research outcomes

Publication	Date of Publication	Type
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model	2024-07-11	Paper
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods	2024-04-18	Paper
Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations	2023-03-19	Paper
Pricing geometric Asian rainbow options under the mixed fractional Brownian motion	2022-05-19	Paper
Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump	2022-01-20	Paper
The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems	2021-12-09	Paper
Convergence analysis of semi-implicit Euler method for nonlinear stochastic delay differential equations of neutral type	2021-10-06	Paper
An extremely efficient numerical method for pricing options in the Black-Scholes model with jumps	2021-07-30	Paper
Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps	2021-05-14	Paper
Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies	2020-04-30	Paper
On a generalized Gaussian radial basis function: analysis and applications	2020-02-11	Paper
Boundedness and convergence analysis of stochastic differential equations with Hurst Brownian motion	2020-02-05	Paper
Robust numerical algorithm to the European option with illiquid markets	2020-01-15	Paper
Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations	2019-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q4625350	2019-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q4585215	2018-09-06	Paper
https://portal.mardi4nfdi.de/entity/Q4585222	2018-09-06	Paper
Retraction notice to ``Homotopy analysis method for computing eigenvalues of Sturm-Liouville problems	2018-09-06	Paper
A numerical method to price discrete double barrier options under a constant elasticity of variance model with jump diffusion	2016-04-27	Paper
Radial basis functions with application to finance: American put option under jump diffusion	2013-01-24	Paper
Homotopy analysis and Padé methods for solving two nonlinear equations	2012-09-05	Paper
Homotopy analysis method for solviong ratio-dependent predator-prey system with constant effort harvesting by using two parameters \(h_1\) and \(h_2\)	2012-08-02	Paper

Research outcomes over time

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