Pricing extendible options using the fast Fourier transform

by Ibrahim, Siti Nur Iqmal, O'Hara, John G., Constantinou, Nick
Published 2014

Pricing formula for power options under jump-diffusion

by Ibrahim, Siti Nur Iqmal, O’Hara, John G., Mohd Zaki, Muhammad Syazwan
Published 2015

Pricing formula for power options with jump-diffusion

by Ibrahim, Siti Nur Iqmal, O’Hara, John G., Mohd Zaki, Muhammad Syazwan
Published 2016

Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process

by Ibrahim, Siti Nur Iqmal, Ng, Teck Wee, O'Hara, John G., Nawawi, A.
Published 2017

Pricing holder-extendable call options with mean-reverting stochastic volatility

by Ibrahim, Siti Nur Iqmal, Hernandez, A. Diaz, O'Hara, John G., Constantinou, Nick
Published 2015