MohammadReza Ahmadi
Mohammad Reza Ahmadi is a Ph.D. candidate in Applied Mathematics with a focus on Financial Mathematics at Amirkabir University of Technology. He earned his Master’s degree in Financial Mathematics from the University of Isfahan. His primary research interests lie in the mathematical modeling of financial markets and the study of stochastic differential equations associated with these models for option pricing. He employs a wide range of stochastic processes in his work, including Brownian motion, fractional Brownian motion, and various types of Lévy processes, such as pure jump and jump-diffusion processes. He is also interested in solving fractional partial differential equations (FPDEs) derived from financial mathematics models, along with their numerical solutions. Driven by a strong passion for applying mathematical models to financial markets, Mohammad Reza is actively exploring and validating his models in real-world financial settings.