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)

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)