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AHMADIAN, DAVOOD

AHMADIAN, DAVOOD  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Personale esterno ed autonomi  

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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.017 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Forecasting Cryptocurrency Prices Using Support Vector Regression Enhanced by Particle Swarm Optimization Parvini, Navid; Ahmadian, Davood; Ballestra, LUCA VINCENZO 9999-01-01 COMPUTATIONAL ECONOMICS - 1.01 Articolo in rivista -
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods Rahimi, Vaz'he; Ahmadian, Davood; Ballestra, Luca Vincenzo 2024-01-01 APPLIED MATHEMATICS AND COMPUTATION - 1.01 Articolo in rivista -
Pricing Asian options under the mixed fractional Brownian motion with jumps Shokrollahi F.; Ahmadian D.; Ballestra L.V. 2024-01-01 MATHEMATICS AND COMPUTERS IN SIMULATION - 1.01 Articolo in rivista Asianoption_MFBMwithjumps31clean.pdf
A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion Ahmadian D., Ballestra L. V., Shokrollahi F. 2022-01-01 CHAOS, SOLITONS & FRACTALS - 1.01 Articolo in rivista 1-s2.0-S0960077922002338-main.pdf
An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps Davood Ahmadian; Luca Vincenzo Ballestra; Nader Karimi 2021-01-01 MATHEMATICAL METHODS IN THE APPLIED SCIENCES - 1.01 Articolo in rivista -
The finite element method: A high-performing approach for computing the probability of ruin and solving other ruin-related problems Ahmadian D.; Ballestra L.V. 2021-01-01 MATHEMATICAL METHODS IN THE APPLIED SCIENCES - 1.01 Articolo in rivista -
Pricing geometric Asian rainbow options under the mixed fractional Brownian motion Ahmadian D.; Ballestra L.V. 2020-01-01 PHYSICA. A - 1.01 Articolo in rivista -