O. Farkhondeh Rouz

Available identifiers

zbMath Open farkhondeh-rouz.oMaRDI QIDQ2008837

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
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	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

Research outcomes over time

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