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Items where Author is "Ibrahim, SNI"

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Number of items: 3.

Article

Ibrahim, SNI and Díaz-Hernández, A and O'Hara, JG and Constantinou, N (2019) Pricing holder-extendable call options with mean-reverting stochastic volatility. ANZIAM Journal, 61 (4). pp. 382-397. DOI https://doi.org/10.1017/S1446181119000142

Ibrahim, SNI and Ng, TW and O'Hara, JG and Nawawi, A (2017) Pricing holder-extendable options in a stochastic volatility model with an ornstein-uhlenbeck process. Malaysian Journal of Mathematical Sciences, 11 (1). pp. 1-8.

Ibrahim, SNI and O'Hara, JG and Zaki, MSM (2016) Pricing Formula for Power Options with Jump-Diffusion. Applied Mathematics and Information Sciences, 10 (4). pp. 1313-1317. DOI https://doi.org/10.18576/amis/100410

This list was generated on Thu Mar 28 11:53:39 2024 GMT.