Author/Creator: Bastani, Ali Foroush - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Bastani, Ali Foroush

1. A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model. (May 2023)

Authors:: Damircheli, Davood; Razzaghi, Mohsen; Kazemi, Seyed-Mohammad-Mahdi; Bastani, Ali Foroush
Journal:: Engineering analysis with boundary elements
Issue:: Volume 150(2023)
Page Start:: 364
Record Type:: Journal Article
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2. A product integration method for the approximation of the early exercise boundary in the American option pricing problem. (12th March 2019)

Authors:: Nedaiasl, Khadijeh; Bastani, Ali Foroush; Rafiee, Aysan
Journal:: Mathematical methods in the applied sciences
Issue:: Volume 42:Number 8(2019)
Page Start:: 2825
Record Type:: Journal Article
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3. A trustable shape parameter in the kernel-based collocation method with application to pricing financial options. (1st May 2021)

Authors:: Shirzadi, Mohammad; Dehghan, Mehdi; Bastani, Ali Foroush
Journal:: Engineering analysis with boundary elements
Issue:: Volume 126(2021)
Page Start:: 108
Record Type:: Journal Article
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4. Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes. Issue 1 (26th August 2020)

Authors:: Shirzadi, Mohammad; Dehghan, Mehdi; Bastani, Ali Foroush
Journal:: Numerical methods for partial differential equations
Issue:: Volume 37:Issue 1(2021)
Page Start:: 98
Record Type:: Journal Article
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