Davood Ahmadian

Available identifiers

zbMath Open ahmadian.davoodMaRDI QIDQ1931062

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q5155416	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
https://portal.mardi4nfdi.de/entity/Q5214850	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/Q4585172	2018-09-06	Paper
https://portal.mardi4nfdi.de/entity/Q4585215	2018-09-06	Paper
https://portal.mardi4nfdi.de/entity/Q4585222	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
https://portal.mardi4nfdi.de/entity/Q2906673	2012-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q2903918	2012-08-02	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

This page was built for person: Davood Ahmadian