Items where Author is "Ibrahim, S. N. I."

Rashid, S. F. A. and Ibrahim, S. N. I. and Laham, M. F. (2024) Incorporating long memory into the modeling of gold prices. Mathematical Modeling and Computing, 11 (4). pp. 1128-1134. ISSN 2312-9794; eISSN: 2415-3788

Ibrahim, S. N. I. and Laham, M. F. (2023) Penalty method for pricing American-style Asian option with jumps diffusion process. Mathematical Modeling and Computing, 10 (4). pp. 1215-1221. ISSN 2312-9794; ESSN: 2415-3788

Senu, N. and Lee, K. C. and Ahmadian, A. and Ibrahim, S. N. I. (2022) Numerical solution of delay differential equation using two-derivative Runge-Kutta type method with Newton interpolation. Alexandria Engineering Journal, 61 (8). 5819 - 5835. ISSN 1110-0168; ESSN: 2090-2670

Ibrahim, S. N. I. and Sawal, A. S. and Roslan, T. R. N. (2022) Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates. Mathematical Modeling and Computing, 9 (4). pp. 882-891. ISSN 2312-9794; eISSN: 2415-3788

Sawal, A. S. and Ibrahim, S. N. I. and Laham, M. F. (2022) The valuation of knock-out power calls under Black-Scholes framework. Mathematical Modeling and Computing, 9 (1). pp. 57-64. ISSN 2312-9794