Items where Author is "Ibrahim, Siti Nur Iqmal"
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Article
Ibrahim, Siti Nur Iqmal and O'Hara, John G and Constantinou, Nick (2014) 'Pricing Extendible Options Using the Fast Fourier Transform.' Mathematical Problems in Engineering, 2014. pp. 1-7. ISSN 1024-123X
Ibrahim, Siti Nur Iqmal and O’Hara, John G and Constantinou, Nick (2013) 'Risk-neutral valuation of power barrier options.' Applied Mathematics Letters, 26 (6). pp. 595-600. ISSN 0893-9659