Siti Nur Iqmal Ibrahim

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
High-order exponentially fitted and trigonometrically fitted explicit two-derivative Runge-Kutta-type methods for solving third-order oscillatory problems Mathematical Sciences	2023-03-16	Paper
Pricing arithmetic Asian put option with early exercise boundary under jump-diffusion process	2021-01-06	Paper
PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY The ANZIAM Journal	2020-06-02	Paper
Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process	2020-02-26	Paper
Fourier-based approach for power options valuation	2019-11-20	Paper
Pricing extendible options using the fast Fourier transform Mathematical Problems in Engineering	2019-02-08	Paper
Pricing down-and-out power options with exponentially curved barrier Numerical Algebra, Control and Optimization	2019-01-24	Paper
Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization Numerical Algebra, Control and Optimization	2019-01-24	Paper
Weighted block Runge-Kutta method for solving stiff ordinary differential equations Malaysian Journal of Mathematical Sciences	2016-01-01	Paper
Risk-neutral valuation of power barrier options Applied Mathematics Letters	2013-05-10	Paper

Research outcomes over time

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