Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry. - Seyed-Mohammad-Mahdi Kazemi; Mehdi Dehghan 002; Ali Foroush Bastani (J. Comput. Appl. Math., 2017)

On a new family of radial basis functions: Mathematical analysis and applications to option pricing. - Seyed-Mohammad-Mahdi Kazemi; Mehdi Dehghan 002; Ali Foroush Bastani (J. Comput. Appl. Math., 2018)

On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree Collocation method. - Davood Damircheli; Seyed-Mohammad-Mahdi Kazemi; Ali Foroush Bastani (CoRR, 2021)