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O. Farkhondeh Rouz

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2024
[j3]
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  - journals/amc/RouzSA24
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O. Farkhondeh Rouz, Sedaghat Shahmorad, Davood Ahmadian:
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model. Appl. Math. Comput. 475: 128720 (2024)
2020
[j2]
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Davood Ahmadian, O. Farkhondeh Rouz, Karim Ivaz, Ali Safdari-Vaighani:
Robust numerical algorithm to the European option with illiquid markets. Appl. Math. Comput. 366 (2020)
2019
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Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra:
Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations. Appl. Math. Comput. 348: 413-424 (2019)

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