Author Info
Name
Affiliation
Papers
ALI FOROUSH BASTANI
Department of Mathematics, Institute for Advanced Studies in Basic Sciences, P.O. Box 45195-1159, Zanjan, Iran
11
Collaborators
Citations 
PageRank 
14
10
4.85
Referers 
Referees 
References 
21
92
52
Title
Citations
PageRank
Year
A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump–diffusion processes00.342021
On the Pricing of Multi-Asset Options under Jump-Diffusion Processes using Meshfree Moving Least-Squares Approximation00.342020
Solving Parametric Fractional Differential Equations Arising From The Rough Heston Model Using Quasi-Linearization And Spectral Collocation00.342020
Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise00.342019
On a new family of radial basis functions: Mathematical analysis and applications to option pricing.00.342018
On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models00.342018
An adaptive algorithm for solving stochastic multi-point boundary value problems.00.342017
Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry.20.392017
An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations00.342015
Erratum to: An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations00.342015
Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift81.422012