Items where Author is "Ng, Teck Wee"
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Number of items: 2.
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
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