A
PROFILE
Laman Web Staf UPM
PROF. MADYA DR. SITI NUR IQMAL BINTI IBRAHIM
KETUA LABORATORI
INSTITUT PENYELIDIKAN MATEMATIK
iqmal@upm.edu.my
Laman Web UPM
PROFILE
iqmal
BM
EN

PROFESIONAL

NAMA :
(Prof. Madya Dr.) Siti Nur Iqmal Binti Ibrahim
JAWATAN :
Ketua Laboratori
ENTITI :
Institut Penyelidikan Matematik


PENERBITAN
2024:
A MINIMUM SPANNING TREE STOCK MARKET ANALYSIS OF MALAYSIA TECHNOLOGY COMPANIES
2024:
Incorporating long memory into the modeling of gold prices
2023:
Penalty method for pricing American-style Asian option with jumps diffusion process
2022:
The valuation of knock-out power calls under Black–Scholes framework
2022:
Price Modeling of Eucalyptus Wood under Different Silvicultural Management for Real Options Approach
2022:
Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
2022:
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
2021:
The Valuation Of Knock-Out Power Calls Under The Black-Scholes Framework
2021:
Geometric Fractional Brownian Motion Model for Commodity Market Simulation
2020:
Pricing Arithmetic Asian Put Option with Early Exercise Boundary under Jump-Diffusion Process
2020:
MODELLING MALAYSIAN GOLD PRICES USING GEOMETRIC BROWNIAN MOTION MODEL
2019:
PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY
2019:
PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY
2019:
Fourier-Based Approach for Power Options Valuation
2019:
A Mathematical Approach to Forecasting Malaysia Centrifuged Latex Prices with Jump-Diffusion Process
2018:
A Network Analysis of the Stock Market in Malaysia, Singapore and Indonesia
2018:
Simulation of stock prices with jump-diffusion
2018:
PRICING DOWN-AND-OUT POWER OPTIONS WITH EXPONENTIALLY CURVED BARRIER
2017:
Pricing Holder-Extendable Options in a Stochastic Volatility Model with an Ornstein-Uhlenbeck Process
2016:
Modeling Rubber Prices as a GBM Process
2016:
Pricing Formula for Power Options with Jump-Diffusion
2015:
Pricing Formula for Power Options under Jump-Diffusion
2015:
Extendible Options under Stochastic Volatility with an Ornstein-Uhlenbeck Process
2014:
Pricing Extendible Options Using the Fast Fourier Transform
2013:
Pricing Power Options under the Heston Dynamics using the FFT
2013:
Risk-neutral valuation of power barrier options