Ali Fereshtian

RBF-PU method for pricing options under the jump-diffusion model with local volatility

Xun Lu, Hengguang Li, Reza Mollapourasl, 2018, J. Comput. Appl. Math..

RBF approximation by partition of unity for valuation of options under exponential Lévy processes

Florin Avram, Reza Mollapourasl, Ali Fereshtian, 2019, J. Comput. Sci..