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 (1). pp. 1-7. DOI https://doi.org/10.1155/2014/831470
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. DOI https://doi.org/10.1016/j.aml.2012.12.016