D. Ahmadian

MaRDI QIDQ1931062zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model Applied Mathematics and Computation	2024-07-11	Paper
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods Applied Mathematics and Computation	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 Physica A	2022-05-19	Paper
Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump Journal of Inequalities and Applications	2022-01-20	Paper
The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems Mathematical Methods in the Applied Sciences	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 Mathematical Methods in the Applied Sciences	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 Journal of Computational and Applied Mathematics	2020-04-30	Paper
On a generalized Gaussian radial basis function: analysis and applications Engineering Analysis with Boundary Elements	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 Applied Mathematics and Computation	2020-01-15	Paper
Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations Applied Mathematics and Computation	2019-11-26	Paper
scientific article; zbMATH DE number 7027615 (Why is no real title available?)	2019-02-22	Paper
scientific article; zbMATH DE number 6932936 (Why is no real title available?)	2018-09-06	Paper
scientific article; zbMATH DE number 6932943 (Why is no real title available?)	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 International Journal of Computer Mathematics	2016-04-27	Paper
Radial basis functions with application to finance: American put option under jump diffusion Mathematical and Computer Modelling	2013-01-24	Paper
Homotopy analysis and Padé methods for solving two nonlinear equations Journal of Mathematical Extension	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 \(h_2\) Acta Universitatis Apulensis. Mathematics - Informatics	2012-08-02	Paper

Research outcomes over time

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