| 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 |
| Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations D Ahmadian, OF Rouz, LV Ballestra Applied Mathematics and Computation 348, 413-424, 2019 | 7 | 2019 |
| 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 |
| Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations O Farkhondeh Rouz Computational Methods for Differential Equations 8 (3), 468-479, 2020 | 4 | 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 |
| Robust numerical algorithm to the European option with illiquid markets D Ahmadian, OF Rouz, K Ivaz, A Safdari-Vaighani Applied Mathematics and Computation 366, 124693, 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 |
| A note on the almost sure exponential stability of the Milstein method for stochastic delay differential equations with jumps OF Rouz, D Ahmadian, AJ Akbarfam, M Milev, I Tabriz International Journal of Pure and Apllied Mathematics 116 (1), 201-216, 2017 | 2 | 2017 |
| Boundedness and convergence analysis of stochastic differential equations with hurst Brownian motion D Ahmadian, OF Rouz Boletim da Sociedade Paranaense de Matemática 38 (5), 187-196, 2020 | 1 | 2020 |
| Analysis on mean-square and almost sure exponential stability of numerical method for stochastic differential equations with constant delay OF Rouz, D Ahmadian INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS 56 (6), 86-98, 2017 | 1 | 2017 |
| Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model OF Rouz, S Shahmorad, D Ahmadian Applied Mathematics and Computation 475, 128720, 2024 | | 2024 |
| Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach O Farkhondeh Rouz, HS Vafa, AS Khoojine, SP Amiri Risk Management 26 (2), 9, 2024 | | 2024 |
| CONVERGENCE ANALYSIS OF SEMI-IMPLICIT EULER METHOD FOR NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS OF NEUTRAL TYPE M Milev, OF Rouz, D Ahmadian Serdica Math. J 43, 147-160, 2017 | | 2017 |
| Convergence analysis of composite θ-method for neutral stochastic delay differential equations AJ Akbarfam, M Avaji, OF Rouz | | 2016 |
| Convergence analysis of composite θ-method for neutral stochastic delay differential equations AJ Akbarfam, M Avaji, OF Rouz | | |
