| A radial basis collocation method for pricing American options under regime-switching jump-diffusion models AF Bastani, Z Ahmadi, D Damircheli Applied Numerical Mathematics 65, 79-90, 2013 | 78 | 2013 |
| A new adaptive Runge-Kutta method for stochastic differential equations A Foroush Bastani, SM Hosseini Journal of Computational and Applied Mathematics 206, 631–644, 2007 | 28 | 2007 |
| An adaptive algorithm for solving stochastic multi-point boundary value problems AF Bastani, D Damircheli Numerical Algorithms 74, 1119-1143, 2017 | 26 | 2017 |
| Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift AF Bastani, M Tahmasebi Journal of computational and applied mathematics 236 (7), 1903-1918, 2012 | 26 | 2012 |
| On a new family of radial basis functions: Mathematical analysis and applications to option pricing SMM Kazemi, M Dehghan, A Foroush Bastani Journal of Computational and Applied Mathematics, 2017 | 24* | 2017 |
| Asymptotic expansion of solutions to the Black–Scholes equation arising from American option pricing near the expiry SMM Kazemi, M Dehghan, A Foroush Bastani Journal of Computational and Applied Mathematics 311, 11-37, 2017 | 23 | 2017 |
| On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation M Shirzadi, M Dehghan, AF Bastani Communications in Nonlinear Science and Numerical Simulation 84, 105160, 2020 | 19 | 2020 |
| Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes M Shirzadi, M Dehghan, AF Bastani Numerical Methods for Partial Differential Equations 37 (1), 98-117, 2021 | 12 | 2021 |
| A trustable shape parameter in the kernel-based collocation method with application to pricing financial options M Shirzadi, M Dehghan, A Foroush Bastani Engineering Analysis with Boundary Elements, 2021 | 8 | 2021 |
| Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market P Alipour, AF Bastani arXiv preprint arXiv:2305.12539, 2023 | 7 | 2023 |
| A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations N Abedini, AF Bastani, BZ Zangeneh Applied Numerical Mathematics 169, 64-86, 2021 | 7 | 2021 |
| A Product Integration Method for the Approximation of the Early Exercise Boundary in the American Option Pricing Problem K Nedaiasl, AF Bastani, A Rafiee Mathematical Methods in the Applied Sciences 42 (8), 2825-2841, 2019 | 7 | 2019 |
| Solving parametric fractional differential equations arising from the rough Heston model using quasi-linearization and spectral collocation MV Dastgerdi, AF Bastani SIAM Journal on Financial Mathematics 11 (4), 1063-1097, 2020 | 6 | 2020 |
| A Lattice-Based Approach to Option and Bond Valuation Under Mean- Reverting Regime-Switching Diffusion Processes Z Ahmadi, SM Hosseini, A Foroush Bastani Journal of Computational and Applied Mathematics 363 (1), 156-170, 2020 | 6 | 2020 |
| On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models AF Bastani, MV Dastgerdi, A Mighani Communications in Nonlinear Science and Numerical Simulation 59, 88-104, 2018 | 6 | 2018 |
| Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran R Tehrani, M Seraj, A Foroush Bastani, S Fallahpour Financial Research Journal 22 (3), 297-319, 2020 | 4 | 2020 |
| On mean-square stability properties of a new adaptive stochastic Runge–Kutta method AF Bastani, SM Hosseini Journal of Computational and Applied Mathematics 224 (2), 556-564, 2009 | 4 | 2009 |
| Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange P Alipour, A Foroush Bastani, G Mansourfar Financial Research Journal 23 (2), 269-293, 2021 | 3 | 2021 |
| On the Numerical Approximation of Some Non-standard Volterra Integral Equations K Nedaiasl, A Foroush Bastani Dolomites Research Notes on Approximation 10 (Special_Issue), 118-127, 2017 | 3 | 2017 |
| An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations B Akhtari, E Babolian, A Foroush Bastani Numerical Algorithms 69, 29-57, 2015 | 3 | 2015 |
Davood DamircheliMississippi State university在 msstate.edu 的电子邮件经过验证
