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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗