Search Results - Alhagyan, Mohammed

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  1. 1
    Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model

    Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2015
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  2. 2
    New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation

    New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2016
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  3. 3
    Efficient estimators for geometric fractional brownian motion perturbed by fractional Ornstein-Uhlenbeck process

    Efficient estimators for geometric fractional brownian motion perturbed by fractional Ornstein-Uhlenbeck process by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2020
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  4. 4
    On Effects of Stochastic Volatility and Long Memory Towards Mortgage Insurance Models: An Empirical Study

    On Effects of Stochastic Volatility and Long Memory Towards Mortgage Insurance Models: An Empirical Study by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2021
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  5. 5
    On Effects of Stochastic Volatility and Long Memory Towards Mortgage Insurance Models: An Empirical Study

    On Effects of Stochastic Volatility and Long Memory Towards Mortgage Insurance Models: An Empirical Study by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2021
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  6. 6
    New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations

    New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2018
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  7. 7
    Geometric fractional Brownian motion perturbed by fractional Ornstein-Uhlenbeck process and application on KLCI option pricing

    Geometric fractional Brownian motion perturbed by fractional Ornstein-Uhlenbeck process and application on KLCI option pricing by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2016
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  8. 8
    Discussions on continuous stochastic volatility models

    Discussions on continuous stochastic volatility models by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2020
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  9. 9
    Surveying the best volatility measurements to forecast stock market

    Surveying the best volatility measurements to forecast stock market by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

    Published 2017
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