The following pages link to Davood Ahmadian (Q1931062):
Displaying 4 items.
- An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps (Q5003927) (← links)
- The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems (Q5015759) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods (Q6130121) (← links)
