O. Farkhondeh Rouz

According to our database, O. Farkhondeh Rouz authored at least 3 papers between 2019 and 2024.

Collaborative distances:

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

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

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