Radial basis functions with application to finance: American put option under jump diffusion. - Ahmad Golbabai; Davood Ahmadian; Mariyan Milev (Math. Comput. Model., 2012)

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)

Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations. - Davood Ahmadian; O. Farkhondeh Rouz; Luca Vincenzo Ballestra (Appl. Math. Comput., 2019)

Robust numerical algorithm to the European option with illiquid markets. - Davood Ahmadian; O. Farkhondeh Rouz; Karim Ivaz; Ali Safdari-Vaighani (Appl. Math. Comput., 2020)

Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies. - Anandaraman Rathinasamy; Davood Ahmadian; Priya Nair (J. Comput. Appl. Math., 2020)

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)

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)

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)

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)

Pricing Asian options under the mixed fractional Brownian motion with jumps. - F. Shokrollahi; Davood Ahmadian; Luca Vincenzo Ballestra (Math. Comput. Simul., 2024)

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., 2025)