Davood Ahmadian - researchr alias

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Viewing Publication 1 - 7 from 7

2025

Stability and convergence analysis of stochastic Runge-Kutta and balanced stochastic Runge-Kutta methods for solving stochastic differential equationsVaz'he Rahimi, Davood Ahmadian, Anandaraman Rathinasamy. jamc, 71(2):1397-1417, April 2025. [doi]

2024

Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methodsVaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra. amc, 470:128570, 2024. [doi]

Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston modelO. Farkhondeh Rouz, Sedaghat Shahmorad, Davood Ahmadian. amc, 475:128720, 2024. [doi]

Pricing Asian options under the mixed fractional Brownian motion with jumpsF. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra. mcs, 226:172-183, 2024. [doi]

2022

Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinantsNavid Parvini, Mahsa Abdollahi, Sattar Seifollahi, Davood Ahmadian. asc, 121:108707, 2022. [doi]

2020

Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studiesAnandaraman Rathinasamy, Davood Ahmadian, Priya Nair. jcam, 377:112890, 2020. [doi]

2012

Radial basis functions with application to finance: American put option under jump diffusionAhmad Golbabai, Davood Ahmadian, Mariyan Milev. mcm, 55(3-4):1354-1362, 2012. [doi]

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