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Foroush Bastani, Ali

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Author ID: foroush-bastani.ali Recent zbMATH articles by "Foroush Bastani, Ali"
Published as: Bastani, A.; Bastani, A. Foroush; Bastani, Ali Foroush; Foroush Bastani, A.; Foroush Bastani, Ali
Homepage: http://www.iasbs.ac.ir/~bastani/
Documents Indexed: 19 Publications since 1985

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 61 times in 52 Documents Cited by Year
A radial basis collocation method for pricing American options under regime-switching jump-diffusion models. Zbl 1258.91208
Foroush Bastani, Ali; Ahmadi, Zaniar; Damircheli, Davood
15
2013
Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift. Zbl 1246.65010
Bastani, Ali Foroush; Tahmasebi, Mahdieh
13
2012
A new adaptive Runge-Kutta method for stochastic differential equations. Zbl 1117.65008
Bastani, A. Foroush; Hosseini, S. Mohammad
11
2007
Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry. Zbl 1352.91034
Kazemi, Seyed-Mohammad-Mahdi; Dehghan, Mehdi; Foroush Bastani, Ali
7
2017
General solutions of the jockeying problem. Zbl 0573.60089
Elsayed, E. A.; Bastani, A.
5
1985
On a new family of radial basis functions: mathematical analysis and applications to option pricing. Zbl 1372.65283
Kazemi, Seyed-Mohammad-Mahdi; Dehghan, Mehdi; Foroush Bastani, Ali
4
2018
On mean-square stability properties of a new adaptive stochastic Runge-Kutta method. Zbl 1169.65006
Foroush Bastani, A.; Hosseini, S. Mohammad
3
2009
On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. Zbl 07261585
Shirzadi, Mohammad; Dehghan, Mehdi; Foroush Bastani, Ali
1
2020
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes. Zbl 1422.91676
Ahmadi, Z.; Hosseini, S. Mohammad; Bastani, A. Foroush
1
2020
Erratum to: “An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations”. Zbl 1330.65013
Akhtari, B.; Babolian, E.; Bastani, A. Foroush
1
2015
On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. Zbl 07261585
Shirzadi, Mohammad; Dehghan, Mehdi; Foroush Bastani, Ali
1
2020
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes. Zbl 1422.91676
Ahmadi, Z.; Hosseini, S. Mohammad; Bastani, A. Foroush
1
2020
On a new family of radial basis functions: mathematical analysis and applications to option pricing. Zbl 1372.65283
Kazemi, Seyed-Mohammad-Mahdi; Dehghan, Mehdi; Foroush Bastani, Ali
4
2018
Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry. Zbl 1352.91034
Kazemi, Seyed-Mohammad-Mahdi; Dehghan, Mehdi; Foroush Bastani, Ali
7
2017
Erratum to: “An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations”. Zbl 1330.65013
Akhtari, B.; Babolian, E.; Bastani, A. Foroush
1
2015
A radial basis collocation method for pricing American options under regime-switching jump-diffusion models. Zbl 1258.91208
Foroush Bastani, Ali; Ahmadi, Zaniar; Damircheli, Davood
15
2013
Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift. Zbl 1246.65010
Bastani, Ali Foroush; Tahmasebi, Mahdieh
13
2012
On mean-square stability properties of a new adaptive stochastic Runge-Kutta method. Zbl 1169.65006
Foroush Bastani, A.; Hosseini, S. Mohammad
3
2009
A new adaptive Runge-Kutta method for stochastic differential equations. Zbl 1117.65008
Bastani, A. Foroush; Hosseini, S. Mohammad
11
2007
General solutions of the jockeying problem. Zbl 0573.60089
Elsayed, E. A.; Bastani, A.
5
1985
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Cited by 90 Authors

8 Foroush Bastani, Ali
7 Hosseini, Seyed Mohammad
4 Dehghan Takht Fooladi, Mehdi
2 Akhtari, Bahar
2 Haghi, Majid
2 Huang, Chengming
2 Kamrani, Minoo
2 Lan, Guangqiang
2 Lee, Younhee
2 Mollapourasl, Reza
2 Shirzadi, Mohammad
2 Tangman, Désiré Yannick
2 Thakoor, Nawdha
2 Tour, Geraldine
2 Valinejad, Azizollah
2 Wu, Fuke
2 Zong, Xiaofeng
1 Abbaszadeh, Mostafa
1 Abdi-Mazraeh, Somayeh
1 Adan, Ivo J. B. F.
1 Ahmadi, Zaniar
1 Azari, Hossein
1 Babolian, Esmail
1 Ballestra, Luca Vincenzo
1 Castillo, Oscar
1 Castro, Juan R.
1 Damircheli, Davood
1 De Marchi, Stefano
1 Dehghanian, Amin
1 Fang, Jinwei
1 Gao, Wenwu
1 Ghasemifard, Azadeh
1 Golbabai, Ahmad
1 Haghighi, Amir
1 Heidari, Shahrokh
1 Jiang, Fengze
1 Jitendra, Kadam
1 Kao, Edward P. C.
1 Karimnejad, Esfahani Mohammad
1 Kazemi, Seyed-Mohammad-Mahdi
1 Khaliq, Abdul Q. M.
1 Khani, Ali
1 Kharoufeh, Jeffrey P.
1 Kolkiewicz, Adam W.
1 Lee, Sunju
1 Li, Hengguang
1 Li, Xining
1 Lin, Chiunsin
1 Lin, Fangyuan Sally
1 Liu, Ruihua
1 Liu, Wen-Jie
1 Liu, Yating
1 Ma, Jingtang
1 Ma, Shufang
1 Malzoumati-Khiaban, M.
1 Melin, Patricia
1 Milošević, Marija
1 Modarres, Mohammad
1 Mohammadi, Fakhrodin
1 Mohebianfar, Ehsan
1 Neisy, Abdolsadeh
1 Ngo, Hoang-Long
1 Pantelous, Athanasios A.
1 Przybyłowicz, Paweł
1 Rai, Kabindra Nath
1 Rambeerich, Nisha
1 Sakuma, Yutaka
1 Sanchez, Mauricio A.
1 Singh, Jitendra
1 Soheili, Ali Reza
1 Soleymani, Fazlollah
1 Stadje, Wolfgang
1 Taguchi, Dai
1 Tahmasebi, Mahdieh
1 Tang, Xiao
1 Wang, Qiushi
1 Wen, Haining
1 Wessels, Jaap
1 Wu, Boying
1 Xia, Fang
1 Xiao, Aiguo
1 Xu, Guiping
1 Yaghouti, Mohammad Reza
1 Yan, Zhiping
1 Yang, Huizi
1 Yang, Zhanwen
1 Yue, Chao
1 Zhang, Qimin
1 Zhou, Xuan
1 Zijm, W. Henk M.

Citations by Year