A Stochastic Hybrid Model for Pricing Forward-Start Variance Swaps

by Roslan, Teh Raihana Nazirah
Published 2017

A stochastic hybrid model for pricing forward-start variance swaps

by Roslan, Teh Raihana Nazirah
Published 2017

On the pricing of forward-start variance swaps with stochastic volatility and stochastic interest rate

by Roslan, Teh Raihana Nazirah
Published 2017

Pricing variance swaps under stochastic volatility and stochastic interest rate

by Cao, Jiling, Lian, Guanghua, Roslan, Teh Raihana Nazirah
Published 2016

Analytical Pricing Formulas for Hybrid Variance Swaps with Regime-Switching

by Roslan, Teh Raihana Nazirah, Cao, Jiling, Zhang, Wenjun
Published 2017

Analytical pricing formulas for hybrid variance swaps with regime-switching

by Roslan, Teh Raihana Nazirah, Cao, Jiling, Zhang, Wenjun
Published 2017

Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching

by Cao, Jiling, Roslan, Teh Raihana Nazirah, Zhang, Wenjun
Published 2018

Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates

by Roslan, Teh Raihana Nazirah, Zhang, Wenjun, Cao, Jiling
Published 2014

The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure

by Jiling, Cao, Roslan, Teh Raihana Nazirah, Wenjun, Zhang
Published 2020

Risk Assessment on Robotic Surgery Using Bayesian Network

by Roslan, Teh Raihana Nazirah, Chee, Keong Ch’ng
Published 2022

Hybrid equity warrants pricing formulation under stochastic dynamics

by Roslan, Teh Raihana Nazirah, Ibrahim, Siti Zulaiha, Karim, Sharmila
Published 2020

Post-Pandemic Analysis for Value at Risk of Real Estate Investment Trust in Malaysia Under Quantitative Approach

by Tan, Kai Xian, Karim, Sharmila, Roslan, Teh Raihana Nazirah
Published 2023

Dynamic Pricing Formulation for Hybrid Equity Warrants (S/O 14193)

by Roslan, Teh Raihana Nazirah, Karim, Sharmila, Jameel, Ali Fareed

Modeling the price of hybrid equity warrants under stochastic volatility and interest rate

by Roslan, Teh Raihana Nazirah, Jameel, Ali F, Ibrahim, Siti Zulaiha
Published 2020

A comprehensive literature review on pricing equity warrants using stochastic approaches

by Ibrahim, Siti Zulaiha, Roslan, Teh Raihana Nazirah, Jameel, Ali Fareed
Published 2020

A Contemporary Teaching & Learning Approach to Enhance Active Learning in Media & Society Course Using the Newly Proposed O-P-A Model (S/O: 14516)

by Wei, Chuah Chin, Lynn-Sze, Joyce Cheah, Keong, Ch'ng Chee, Roslan, Teh Raihana Nazirah
Published 2021

The evidence of Industrial Revolution 4.0 through the Adoption of Financial Technology (FINTECH) during COVID-19 pandemic among Malaysians

by Alwi, Shaliza, Alpandi, Rabiatul Munirah, Yusof, Siti Hawa, Mohd Salleh, Masrina Nadia, Mohd Aslam, Siti Nor Aini, Roslan, Teh Raihana Nazirah, Ismail, Muhd Zulkifli, Tan, Say Peng
Published 2022