Ali Foroush Bastani

A radial basis collocation method for pricing American options under regime-switching jump-diffusion models

Ali Foroush Bastani, Zaniar Ahmadi, Davood Damircheli · Applied Numerical Mathematics · 2012 · 57 citations

Numerical Analysis, Option Pricing, Computational Finance +10

Experimental and theoretical analysis in impedance-based structural health monitoring with varying temperature

Naserodin Sepehry, Mahnaz Shamshirsaz, Ali Foroush Bastani · Structural Health Monitoring · 2010 · 42 citations

Engineering, Mechanical Engineering, Varying Temperature +18

Identification of temperature variation and vibration disturbance in impedance-based structural health monitoring using piezoelectric sensor array method

Ali Foroush Bastani, Hamidreza Amindavar, Mahnaz Shamshirsaz et al. · Structural Health Monitoring · 2011 · 30 citations

Temperature Variation, Engineering, Structural Vibration +13

On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation

Mohammad Shirzadi, Mehdi Dehghan, Ali Foroush Bastani · Communications in Nonlinear Science and Numerical Simulation · 2019 · 29 citations

Numerical Analysis, Option Pricing, Least-squares Approximation +11

On a new family of radial basis functions: Mathematical analysis and applications to option pricing

S. Kazemi, Mehdi Dehghan, Ali Foroush Bastani · Journal of Computational and Applied Mathematics · 2017 · 28 citations

Spectral Theory, Radial Basis Functions, Option Pricing +8