According to our database1, D. Ahmadian authored at least 3 papers between 2015 and 2020.
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Robust numerical algorithm to the European option with illiquid markets.
Applied Mathematics and Computation, 2020
Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations.
Applied Mathematics and Computation, 2019
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.
Int. J. Comput. Math., 2015