Research Repository

Items where Author is "Ibrahim, SNI"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 3.


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. ISSN 1446-1811

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. ISSN 1823-8343

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. ISSN 1935-0090

This list was generated on Tue Jun 28 12:59:19 2022 BST.