| A radial basis collocation method for pricing American options under regime-switching jump-diffusion models A Foroush Bastani, Z Ahmadi, D Damircheli Applied Numerical Mathematics 65, 79-90, 2013 | 79 | 2013 |
| An adaptive algorithm for solving stochastic multi-point boundary value problems AF Bastani, D Damircheli Numerical Algorithms 74, 1119-1143, 2017 | 26 | 2017 |
| Solution approaches and sensitivity analysis of variational inequalities D Damircheli, M Bhatia AIAA Scitech 2019 Forum, 0977, 2019 | 9 | 2019 |
| A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model D Damircheli, M Razzaghi, AF Bastani Engineering Analysis with Boundary Elements 150, 364-373, 2023 | 1 | 2023 |
| A wavelet collocation method for fractional Black–Scholes equations by subdiffusive model D Damircheli, M Razzaghi Numerical Methods for Partial Differential Equations 40 (5), e23103, 2024 | | 2024 |
| On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis D Damircheli arXiv preprint arXiv:2302.08636, 2023 | | 2023 |
| Stable numerical methodology for variational inequalities with application in quantitative finance and computational mechanics D Damircheli Mississippi State University, 2022 | | 2022 |
| On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable L\'{e} vy Model D Damircheli, M Razzaghi, SMM Kazemi, AF Bastani arXiv preprint arXiv:2109.04676, 2021 | | 2021 |
| Finite Element Method for Solution of Credit Rating Migration Problem Model D Damircheli arXiv preprint arXiv:2107.09248, 2021 | | 2021 |
| On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree … D Damircheli, Seyed-Mohammad-Mahdi Kazemi, AF Bastani CoRR, 2021 | | 2021 |
| On Adaptive Multiple-Shooting Method for Stochastic Multi-Point Boundary Value Problems A Foroush Bastani, D Damircheli arXiv e-prints, arXiv: 1301.4774, 2013 | | 2013 |
| Numerical Solution of Credit Rating Migration Problem Model with Galerkin Finite Element Method D Damircheli 2022 Virtual Joint Mathematics Meetings (JMM 2022), 0 | | |
Ali Foroush BastaniAssociate Professor, Institute for Advanced Studies in Basic Sciences在 iasbs.ac.ir 的电子邮件经过验证
Ali Foroush BastaniAssociate Professor, Institute for Advanced Studies in Basic Sciences在 iasbs.ac.ir 的电子邮件经过验证