Siti Nur Iqmal Ibrahim

Available identifiers

zbMath Open ibrahim.siti-nur-iqmalMaRDI QIDQ1713231

List of research outcomes

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	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	2020-06-02	Paper
https://portal.mardi4nfdi.de/entity/Q5217711	2020-02-26	Paper
Fourier-based approach for power options valuation	2019-11-20	Paper
Pricing extendible options using the fast Fourier transform	2019-02-08	Paper
Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization	2019-01-24	Paper
Pricing down-and-out power options with exponentially curved barrier	2019-01-24	Paper
Risk-neutral valuation of power barrier options	2013-05-10	Paper

Research outcomes over time

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