On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models. - Ali Foroush Bastani; Maryam Vahid Dastgerdi; Abolfazl Mighani (Commun. Nonlinear Sci. Numer. Simul., 2018)

Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation. - Maryam Vahid Dastgerdi; Ali Foroush Bastani (SIAM J. Financial Math., 2020)