An adaptive algorithm for solving stochastic multi-point boundary value problems. - Ali Foroush Bastani; Davood Damircheli (Numer. Algorithms, 2017)

Finite Element Method for Solution of Credit Rating Migration Problem Model. - Davood Damircheli (CoRR, 2021)

On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree Collocation method. - Davood Damircheli; Seyed-Mohammad-Mahdi Kazemi; Ali Foroush Bastani (CoRR, 2021)

On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis. - Davood Damircheli (CoRR, 2023)

A space-time finite element method for parabolic obstacle problems. - José Joaquín Carvajal; Davood Damircheli; Thomas Führer; Francisco Fuica; Michael Karkulik (CoRR, 2025)