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## Foroush Bastani, Ali

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 Author ID: 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
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#### Co-Authors

 0 single-authored 4 Dehghan Takht Fooladi, Mehdi 4 Hosseini, Seyed Mohammad 3 Ahmadi, Zaniar 2 Damircheli, Davood 2 Dastgerdi, Maryam Vahid 2 Kazemi, Seyed-Mohammad-Mahdi 2 Nedaiasl, Khadijeh 2 Shirzadi, Mohammad 1 Akhtari, Bahar 1 Akhtari, Bahareh 1 Babolian, Esmaeil 1 Babolian, Esmail 1 Elsayed, Elsayed A. 1 Malzoumati-Khiaban, M. 1 Mighani, Abolfazl 1 Rafiee, Aysan 1 Tahmasebi, Mahdieh 1 Yaghouti, Mohammad Reza
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#### Serials

 7 Journal of Computational and Applied Mathematics 4 Numerical Algorithms 2 Communications in Nonlinear Science and Numerical Simulation 1 Mathematical Methods in the Applied Sciences 1 Applied Numerical Mathematics 1 European Journal of Operational Research 1 Engineering Analysis with Boundary Elements 1 SIAM Journal on Financial Mathematics 1 Dolomites Research Notes on Approximation
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#### Fields

 14 Numerical analysis (65-XX) 12 Probability theory and stochastic processes (60-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Ordinary differential equations (34-XX) 4 Partial differential equations (35-XX) 4 Integral equations (45-XX) 2 Operations research, mathematical programming (90-XX) 1 Approximations and expansions (41-XX) 1 Systems theory; control (93-XX)

#### 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
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
2012
A new adaptive Runge-Kutta method for stochastic differential equations. Zbl 1117.65008
Bastani, A. Foroush; Hosseini, S. Mohammad
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
2017
General solutions of the jockeying problem. Zbl 0573.60089
Elsayed, E. A.; Bastani, A.
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
2018
On mean-square stability properties of a new adaptive stochastic Runge-Kutta method. Zbl 1169.65006
Foroush Bastani, A.; Hosseini, S. Mohammad
2009
On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. Zbl 07261585
2020
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes. Zbl 1422.91676
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
2015
On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. Zbl 07261585
2020
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes. Zbl 1422.91676
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
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
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
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
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
2012
On mean-square stability properties of a new adaptive stochastic Runge-Kutta method. Zbl 1169.65006
Foroush Bastani, A.; Hosseini, S. Mohammad
2009
A new adaptive Runge-Kutta method for stochastic differential equations. Zbl 1117.65008
Bastani, A. Foroush; Hosseini, S. Mohammad
2007
General solutions of the jockeying problem. Zbl 0573.60089
Elsayed, E. A.; Bastani, A.
1985
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#### Cited by 90 Authors

 11 Journal of Computational and Applied Mathematics 7 Numerical Algorithms 4 Applied Numerical Mathematics 3 Applied Mathematics and Computation 2 Mathematics and Computers in Simulation 2 Operations Research Letters 2 Journal of Scientific Computing 2 International Journal of Computer Mathematics 2 Computational and Applied Mathematics 2 Engineering Analysis with Boundary Elements 1 Computers & Mathematics with Applications 1 Mathematics of Computation 1 Information Sciences 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Communications in Nonlinear Science and Numerical Simulation 1 Probability in the Engineering and Informational Sciences 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics and Computing 1 North American Actuarial Journal 1 Boletim da Sociedade Paranaense de Matemática. Terceira Série 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 S$$\vec{\text{e}}$$MA Journal 1 Journal of Mathematical Modeling