Ali Foroush Bastani




Journal Articles

    Conferences and Other Presentations

    • K. Nedaiasl, Foroush Bastani, A., A product integration method for the approximation of the early exercise boundary in the American option pricing problem’, 8th General AMaMeF Conference, University of Amsterdam, 19–23 June 2017, Amsterdam, Netherlands [Link]
    • Foroush Bastani, A., Mighani, A. and Vahid Dastgerdi, M., A Multilevel Numerical Scheme Based on RBF Collocation to Solve Nonlinear PDEs Arising From BCG Stochastic Volatility Models’, European Conference on Numerical Mathematics and Advanced Applications (ENUMATH 2015), Middle East Technical University, 14–18 Sept. 2015, Ankara, Turkey.
    • Foroush Bastani A., Dehghan, M. and Kazemi, S. M. M. American Option Pricing Using the Pseudospectral Legendre-Finite Difference Method’, The First Asian Quantitative Finance Conference (AQFC 2013), 9-11 Jan. 2013, Singapore.
    • Foroush Bastani A., Atar Abasi, M. Monte-Carlo Methods for the Valuation of Synthetic CDO Tranches in a One-Factor ${cal M}_{{cal G}-{cal NIG}}$ Model’’, Fifth International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2012), 10-12 Apr. 2012, Venice, Italy. [Link]
    • Foroush Bastani, A., Ahmadi, Z. and Damircheli, D., ‘A Radial Basis Collocation Method for Pricing American Options with Regime Switching Jump-Diffusion Models’, International Conference on Mathematical Finance and Economics, 6-8 Jul. 2011, Istanbul, Turkey.
    • Foroush Bastani A., Kazemi, S. M. M. Improved Transparent Boundary Conditions for Pricing American Options’, NUMAN2010 Conference, 15-18 Sep. 2010, Chania, Crete, Greece. [Link]



    Research Interests


    Research Group