Ali Foroush Bastani

发表

Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise

M. Malzoumati-Khiaban, Ali Foroush Bastani, M. R. Yaghouti, 2018, Numerical Algorithms.

Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation

Ali Foroush Bastani, Maryam Vahid Dastgerdi, A. F. Bastani, 2020, SIAM J. Financial Math..

On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation

Ali Foroush Bastani, Mehdi Dehghan, Mohammad Shirzadi, 2020, Commun. Nonlinear Sci. Numer. Simul..

A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes

Ali Foroush Bastani, Z. Ahmadi, S. Mohammad Hosseini, 2021, J. Comput. Appl. Math..

On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models

Ali Foroush Bastani, Maryam Vahid Dastgerdi, Abolfazl Mighani, 2018, Commun. Nonlinear Sci. Numer. Simul..

On a new family of radial basis functions: Mathematical analysis and applications to option pricing

Mehdi Dehghan, Ali Foroush Bastani, Seyed-Mohammad-Mahdi Kazemi, 2018, J. Comput. Appl. Math..

An adaptive algorithm for solving stochastic multi-point boundary value problems

Ali Foroush Bastani, Davood Damircheli, A. F. Bastani, 2013, Numerical Algorithms.

Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry

Mehdi Dehghan, Ali Foroush Bastani, Seyed-Mohammad-Mahdi Kazemi, 2017, J. Comput. Appl. Math..

Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift

Ali Foroush Bastani, Mahdieh Tahmasebi, A. F. Bastani, 2012, J. Comput. Appl. Math..

On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable L\'{e}vy Model

Mohsen Razzaghi, Ali Foroush Bastani, Davood Damircheli, 2021, 2109.04676.

A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations

Ali Foroush Bastani, Bijan Z. Zangeneh, Nazanin Abedini, 2021 .

A trustable shape parameter in the kernel-based collocation method with application to pricing financial options

Mehdi Dehghan, Ali Foroush Bastani, Mohammad Shirzadi, 2021 .

A radial basis collocation method for pricing American options under regime-switching jump-diffusion models

Ali Foroush Bastani, Davood Damircheli, A. F. Bastani, 2013 .