Items where Author is "Ibrahim, Siti Nur Iqmal"

Chien, Lee Khai and Senu, Norazak and Ahmadian, Ali and Ibrahim, Siti Nur Iqmal (2023) Efficient frequency-dependent coefficients of explicit improved two-derivative Runge-Kutta type methods for solving third order IVPs. Pertanika Journal of Science and Technology, 31 (2). pp. 843-873. ISSN 0128-7680; ESSN: 2231-8526

Ibrahim, Siti Nur Iqmal and Kilicman, Adem and Laham, Mohamed Faris (2022) Analytical formula of European-style power call options in an MFBM with jumps model. Journal of Engineering and Science Research, 6 (6). art. no. 8. 84 - 87. ISSN 2289-7127

Munis, Rafaele Almeida and Camargo, Diego Aparecido and Da Silva, Richardson Barbosa Gomes and Tsunemi, Miriam Harumi and Ibrahim, Siti Nur Iqmal and Simões, Danilo (2022) Price modeling of eucalyptus wood under different silvicultural management for real options approach. Forests, 13 (3). art. no. 478. pp. 1-12. ISSN 1999-4907

Lee, Khai Chien and Senu, Norazak and Ahmadian, Ali and Ibrahim, Siti Nur Iqmal (2021) High-order exponentially fitted and trigonometrically fitted explicit two-derivative Runge–Kutta-type methods for solving third-order oscillatory problems. Mathematical Sciences, 16 (3). pp. 281-297. ISSN 2008-1359; EISSN: 2251-7456

Ibrahim, Siti Nur Iqmal and Misiran, Masnita and Laham, Mohamed Faris (2021) Geometric fractional Brownian motion model for commodity market simulation. Alexandria Engineering Journal, 60 (1). 955 - 962. ISSN 2090-2670

Lee, Khai Chien and Senu, Norazak and Ahmadian, Ali and Ibrahim, Siti Nur Iqmal and Baleanu, D. (2020) Numerical study of third-order ordinary differential equations using a new class of two derivative Runge-Kutta type methods. Alexandria Engineering Journal, 59 (4). 2449 - 2467. ISSN 1110-0168; ESSN: 2090-2670

Lee, Khai Chien and Senu, Norazak and Ahmadian, Ali and Ibrahim, Siti Nur Iqmal (2020) On two derivative Runge-Kutta type methods for solving u''' = f (x, u(x)) with application to thin film flow problem. Symmetry-Basel, 12 (6). pp. 1-22. ISSN 2073-8994

Hamdan, Zawin Najah and Ibrahim, Siti Nur Iqmal and Mustafa, Mohd Shafie (2020) Modelling Malaysian gold prices using geometric brownian motion model. Advances in Mathematics: Scientific Journal, 9 (9). 7463 - 7469. ISSN 1857-8365; ESSN: 1857-8438

Laham, Mohamed Faris and Ibrahim, Siti Nur Iqmal and Kilicman, Adem (2020) Pricing arithmetic Asian put option with early exercise boundary under jump-diffusion process. Malaysian Journal of Mathematical Sciences, 14 (1). pp. 1-15. ISSN 1823-8343; ESSN: 2289-750X

Ibrahim, Siti Nur Iqmal and Ng, T. W. (2019) Fourier-based approach for power options valuation. Malaysian Journal of Mathematical Sciences, 13 (1). pp. 31-40. ISSN 1823-8343; ESSN: 2289-750X

Mohd Kasim, Suzila and Nawawi, Athirah and Said Husain, Sharifah Kartini and Ibrahim, Siti Nur Iqmal (2019) The disc structures of commuting involution graphs for certain simple groups. Journal of Engineering and Applied Sciences, 14 (13). pp. 4583-4589. ISSN 1816-949X

Law, Teck Poh and Kilicman, Adem and Ibrahim, Siti Nur Iqmal and McMillan, David (2018) On intellectual capital and financial performances of banks in Malaysia. Cogent Economics & Finance, 6 (1). art. no. 1453574. pp. 1-15. ISSN 2332-2039

Hong, Seng Sim and Wah, June Leong and Chuei, Yee Chen and Ibrahim, Siti Nur Iqmal (2018) Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization. Numerical Algebra, Control and Optimization, 8 (3). 377 - 387. ISSN 2155-3289, ESSN: 2155-3297

Ng, Teck Wee and Ibrahim, Siti Nur Iqmal (2018) Pricing down-and-out power options with exponentially curved barrier. Numerical Algebra, Control and Optimization, 8 (3). 301 - 307. ISSN 2155-3289; ESSN: 2155-3297

Hong, Seng Sim and Leong, Wah June and Chen, Chuei Yee and Ibrahim, Siti Nur Iqmal (2017) Multi-spectral gradient method via variational technique under log-determinant norm for large-scale optimization. Discovering Mathematics (Menemui Matematik), 39 (1). 22 - 29. ISSN 2231-7023

Ibrahim, Siti Nur Iqmal and Ng, Teck Wee and O'Hara, John G. and Nawawi, A. (2017) Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process. Malaysian Journal of Mathematical Sciences, 11 (1). pp. 1-8. ISSN 1823-8343; ESSN: 2289-750X

Aksah, Saufianim Jana and Ibrahim, Zarina Bibi and Rahim, Yong Faezah and Ibrahim, Siti Nur Iqmal (2016) Weighted block Runge-Kutta method for solving stiff ODEs. Malaysian Journal of Mathematical Sciences, 10 (3). pp. 345-360. ISSN 1823-8343

Ibrahim, Siti Nur Iqmal and O’Hara, John G. and Mohd Zaki, Muhammad Syazwan (2016) Pricing formula for power options with jump-diffusion. Applied Mathematics & Information Sciences, 10 (4). pp. 1313-1317. ISSN 1935-0090; ESSN: 2325-0399

Ibrahim, Siti Nur Iqmal (2016) Modeling rubber prices as a GBM process. Indian Journal of Science and Technology, 9 (28). pp. 1-6. ISSN 0974-6846; ESSN: 0974-5645

Jana Aksah, Saufianim and Ibrahim, Zarina Bibi and Rahim, Yong Faezah and Ibrahim, Siti Nur Iqmal (2016) Weighted block Runge-Kutta method for solving stiff ordinary differential equations. Malaysian Journal of Mathematical Sciences, 10 (3). pp. 345-360. ISSN 1823-8343; ESSN: 2289-750X

Ibrahim, Siti Nur Iqmal and O’Hara, John G. and Mohd Zaki, Muhammad Syazwan (2015) Pricing formula for power options under jump-diffusion. Applied Mathematics & Information Sciences, 10 (4). pp. 1313-1317. ISSN 1935-0090; ESSN: 2325-0399

Ibrahim, Siti Nur Iqmal and Hernandez, A. Diaz and O'Hara, John G. and Constantinou, Nick (2015) Pricing holder-extendable call options with mean-reverting stochastic volatility. The ANZIAM Journal, 61 (4). pp. 382-397. ISSN 1446-1811; ESSN: 1446-8735

Ibrahim, Siti Nur Iqmal and O'Hara, John G. and Constantinou, Nick (2014) Pricing extendible options using the fast Fourier transform. Mathematical Problems in Engineering, 2014. art. no. 831470. pp. 1-7. ISSN 1024-123X; ESSN: 1563-5147

Indra Gunawan, Nur Izzaty Ilmiah and Ibrahim, Siti Nur Iqmal and Abdul Rahim, Norhuda (2016) A review on Black-Scholes model in pricing warrants in Bursa Malaysia. In: 2nd International Conference and Workshop on Mathematical Analysis (ICWOMA 2016), 2-4 Aug. 2016, Langkawi, Malaysia. (pp. 1-6).

Sim, Hong Seng and Leong, Wah June and Chen, Chuei Yee and Ibrahim, Siti Nur Iqmal (2015) Diagonal quasi-Newton updating formula using log-determinant norm. In: 23rd Malaysian National Symposium of Mathematical Sciences (SKSM23), 24-26 Nov. 2015, Johor Bahru, Malaysia. (pp. 1-7).

Sim, Hong Seng and Leong, Wah June and Chen, Chuei Yee and Ibrahim, Siti Nur Iqmal (2015) Diagonal quasi-Newton updating formula via variational principle under the log-determinant measure. In: International Conference on Control, Optimization and Autonomous Vehicles 2015 (COAV2015), 30-31 July 2015, Putrajaya, Malaysia. (p. 21).

Ibrahim, Siti Nur Iqmal (2022) Program Let’s Algebraize 1.0 bimbing pelajar minat Algebra. [UPM News]