Treffer 1 - 4 von 4 für Suche 'Farkhondeh Rouz, O.', Suchdauer: 0,37s Treffer weiter einschränken
  1. 1
    Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model

    Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model von Farkhondeh Rouz, O., Shahmorad, S., Ahmadian, D.


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  2. 2
    Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations

    Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations von Ahmadian, D., Farkhondeh Rouz, O., Ballestra, L.V.


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  3. 3
    Robust numerical algorithm to the European option with illiquid markets

    Robust numerical algorithm to the European option with illiquid markets von Ahmadian, D., Farkhondeh Rouz, O., Ivaz, K., Safdari-Vaighani, A.


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  4. 4
    A NOTE ON THE ALMOST SURE EXPONENTIAL STABILITY OF THE MILSTEIN METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH JUMPS

    A NOTE ON THE ALMOST SURE EXPONENTIAL STABILITY OF THE MILSTEIN METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH JUMPS von Rouz, O.F., Ahmadian, D., Akbarfam, A.J., Milev, M.


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