Davood Ahmadian

According to our database, Davood Ahmadian authored at least 11 papers between 2012 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Stability and convergence analysis of stochastic Runge-Kutta and balanced stochastic Runge-Kutta methods for solving stochastic differential equations.

Vaz'he Rahimi, Davood Ahmadian, Anandaraman Rathinasamy

J. Appl. Math. Comput., April, 2025

2024

Pricing Asian options under the mixed fractional Brownian motion with jumps.

F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra

Math. Comput. Simul., 2024

Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model.

O. Farkhondeh Rouz, Sedaghat Shahmorad, Davood Ahmadian

Appl. Math. Comput., 2024

Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods.

Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra

Appl. Math. Comput., 2024

2022

Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinants.

Navid Parvini, Mahsa Abdollahi, Sattar Seifollahi, Davood Ahmadian

Appl. Soft Comput., 2022

2021

Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations.

Masoumeh Shahmoradi, Davood Ahmadian, Mojtaba Ranjbar

Comput. Appl. Math., 2021

2020

Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies.

Anandaraman Rathinasamy, Davood Ahmadian, Priya Nair

J. Comput. Appl. Math., 2020

Robust numerical algorithm to the European option with illiquid markets.

Davood Ahmadian, O. Farkhondeh Rouz, Karim Ivaz, Ali Safdari-Vaighani

Appl. Math. Comput., 2020

2019

Stability analysis of split-step <i>θ</i>-Milstein method for a class of n-dimensional stochastic differential equations.

Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra

Appl. Math. Comput., 2019

2015

A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.

Davood Ahmadian, Luca Vincenzo Ballestra

Int. J. Comput. Math., 2015

2012

Radial basis functions with application to finance: American put option under jump diffusion.

Ahmad Golbabai, Davood Ahmadian, Mariyan Milev

Math. Comput. Model., 2012