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 |
| Convergence analysis of semi-implicit Euler method for nonlinear stochastic delay differential equations of neutral type | 2021-10-06 | 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 |
Research outcomes over time
This page was built for person: O. Farkhondeh Rouz
