Concepedia

Davood Ahmadian

DA

10

Publications

280

Citations

10

H-Index

2011

Active since

Affiliations

University of Tabriz(Current)

University of Bologna

Iran University of Science and Technology

Istituto Nazionale di Fisica Nucleare, Sezione di Napoli

University of Vaasa

Davood Ahmadian is an author at University of Tabriz specializing in option pricing, business, and asset pricing.

Top concepts

BusinessAsset PricingOption PricingEngineeringNumerical AnalysisApproximation TheoryFinanceNumerical SimulationFinancial EngineeringFinite Element Method

Publications per year

2011–2024

10

Publications

10

Radial basis functions with application to finance: American put option under jump diffusion

A. Golbabai, Davood Ahmadian, Mariyan Milev · Mathematical and Computer Modelling · 2011 · 50 citations

Radial Basis Functions, Option Pricing, Jump Diffusion +10

On a generalized Gaussian radial basis function: Analysis and applications

Nader Karimi, S. Kazem, Davood Ahmadian et al. · Engineering Analysis with Boundary Elements · 2019 · 49 citations

Engineering, Gaussian Process, Reproducing Kernel Method +8

Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinants

Navid Parvini, Mahsa Abdollahi, Sattar Seifollahi et al. · Applied Soft Computing · 2022 · 48 citations

Economics, Economic Forecasting, Asset Pricing +9

A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options

A. Golbabai, Luca Vincenzo Ballestra, Davood Ahmadian · Computational Economics · 2013 · 35 citations

Numerical Analysis, Finite Element Method, Option Pricing +7

Pricing geometric Asian rainbow options under the mixed fractional Brownian motion

Davood Ahmadian, Luca Vincenzo Ballestra · Physica A Statistical Mechanics and its Applications · 2020 · 23 citations

Option Pricing, Asset Pricing, Derivative Pricing +3

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