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Ali Fereshtian
Publication Activity (10 Years)
Years Active: 2018-2019
Publications (10 Years): 2
Top Topics
Heavy Tails
Approximation Methods
Mlp Neural Networks
Diffusion Model
Top Venues
J. Comput. Sci.
J. Comput. Appl. Math.
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Publications
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Ali Fereshtian
,
Reza Mollapourasl
,
Florin Avram
RBF approximation by partition of unity for valuation of options under exponential Lévy processes.
J. Comput. Sci.
32 (2019)
Reza Mollapourasl
,
Ali Fereshtian
,
Hengguang Li
,
Xun Lu
RBF-PU method for pricing options under the jump-diffusion model with local volatility.
J. Comput. Appl. Math.
337 (2018)