| Radial basis functions with application to finance: American put option under jump diffusion A Golbabai, D Ahmadian, M Milev Mathematical and Computer Modelling 55 (3-4), 1354-1362, 2012 | 64 | 2012 |
| On a generalized Gaussian radial basis function: analysis and applications LVB N. Karimi, S. Kazem, D. Ahmadian, H. Adibi Engineering Analysis with Boundary Elements, 2020 | 46 | 2020 |
| A highly accurate finite element method to price discrete double barrier options A Golbabai, LV Ballestra, D Ahmadian Computational Economics 44, 153-173, 2014 | 36 | 2014 |
| Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinants N Parvini, M Abdollahi, S Seifollahi, D Ahmadian Applied Soft Computing 121, 108707, 2022 | 31 | 2022 |
| Pricing geometric Asian rainbow options under the mixed fractional Brownian motion D Ahmadian, LV Ballestra Physica A: Statistical Mechanics and its Applications 555, 124458, 2020 | 16 | 2020 |
| Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations OF Rouz, D Ahmadian, M Milev AIP Conference Proceedings 1910 (1), 2017 | 9 | 2017 |
| Second-order balanced stochastic Runge–Kutta methods with multi-dimensional studies A Rathinasamy, D Ahmadian, P Nair Journal of Computational and Applied Mathematics 377, 112890, 2020 | 8 | 2020 |
| Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations LVB D. Ahmadian, O. Farkhondeh Rouz Applied Mathematics and Computation 348, 2019 | 7 | 2019 |
| The Stability Analysis of Predictor-Corrector Method in Solving American Option Pricing Model R. Kalantari, S. Shahmorad, D. Ahmadian Computational Economics, 2016 | 6 | 2016 |
| A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion D Ahmadian, LV Ballestra, F Shokrollahi Chaos, Solitons & Fractals 158, 112023, 2022 | 5 | 2022 |
| An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps D Ahmadian, LV Ballestra, N Karimi Mathematical Methods in the Applied Sciences 44 (2), 1843-1862, 2021 | 5 | 2021 |
| Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump D Ahmadian, O Farkhondeh Rouz Journal of Inequalities and Applications 2020, 1-33, 2020 | 5 | 2020 |
| Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type O Farkhondeh Rouz, D Ahmadian Computational Methods for Differential Equations 5 (3), 201-213, 2017 | 4 | 2017 |
| Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type O Farkhondeh Rouz, D Ahmadian Computational Methods for Differential Equations 5 (3), 201-213, 2017 | 4 | 2017 |
| Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type O Farkhondeh Rouz, D Ahmadian Computational Methods for Differential Equations 5 (3), 201-213, 2017 | 4 | 2017 |
| Homotopy analysis method for solving ratio-dependent predator-prey system with constant effort harvesting by using two parameters h1 and h2 S Irandoust, A Golbabai, H Kheiri, D Ahmadian Acta Universitatis Apulensis 25, 327-340, 2011 | 4 | 2011 |
| Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge–Kutta methods for a class of stochastic differential equations M Shahmoradi, D Ahmadian, M Ranjbar Computational and Applied Mathematics 40 (4), 108, 2021 | 3 | 2021 |
| Robust numerical algorithm to the European option with illiquid markets ASV D. Ahmadian, O. Farkhondeh Rouz, K. Ivaz Applied Mathematics and Computation, 2020 | 3 | 2020 |
| Mean-square stability of a constructed Third-order stochastic Runge–Kutta schemes for general stochastic differential equations O Farkhonderooz, D Ahmadian Computational Methods for Differential Equations 10 (3), 617-638, 2022 | 2 | 2022 |
| An approximation scheme for option pricing under two-state continuous CAPM A Safdari-Vaighani, D Ahmadian, R Javid-Jahromi Computational Economics 57, 1373-1385, 2021 | 2 | 2021 |
