| On a new family of radial basis functions: Mathematical analysis and applications to option pricing SMM Kazemi, M Dehghan, AF Bastani Journal of Computational and Applied Mathematics 328, 75-100, 2018 | 23 | 2018 |
| Asymptotic expansion of solutions to the Black–Scholes equation arising from American option pricing near the expiry SMM Kazemi, M Dehghan, A Foroush Bastani Journal of Computational and Applied Mathematics 311, 11-37, 2017 | 22 | 2017 |
| On Multilevel RBF Collocation Based on Operator Newton Iteration to Solve Nonlinear Black–Scholes Equations A Mighani, A Foroush Bastani, SMM Kazemi Iranian Journal of Science and Technology, Transactions A: Science 46 (2 …, 2022 | 1 | 2022 |
| A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model D Damircheli, M Razzaghi, SMM Kazemi, AF Bastani Engineering Analysis with Boundary Elements 150, 364-373, 2023 | | 2023 |
| On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable L\'{e} vy Model D Damircheli, M Razzaghi, SMM Kazemi, AF Bastani arXiv preprint arXiv:2109.04676, 2021 | | 2021 |
| On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree … D Damircheli, Seyed-Mohammad-Mahdi Kazemi, AF Bastani CoRR, 2021 | | 2021 |
| OPTIMAL PORTFOLIO INVESTMENT/CONSUMPTION IN PURE-JUMP PROCESSES WITH HIGHER MOMENTS: A NEW APPROACH BA FOROUSH, S VAHABI, SMM KAZEMI | | 2016 |
| A FAST NUMERICAL ALGORITHM FOR PRICING OF AMERICAN CALL OPTIONS UNDER JUMP-DIFFUSIONS: AN ARTIFICIAL BOUNDARY APPROACH SMM KAZEMI, M DEHGHANI, BALI FOROUSH | | |
| OPTIMAL PORTFOLIO INVESTMENT/CONSUMPTION IN PURE-JUMP PROCESSES WITH HIGHER MOMENTS: A NEW APPROACH AF BASTANI, S VAHABI, SMM KAZEMI | | |
Ali Foroush BastaniAssociate Professor, Institute for Advanced Studies in Basic SciencesVerified email at iasbs.ac.ir
