Article

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2021) On Effects of Stochastic Volatility and Long Memory Towards Mortgage Insurance Models: An Empirical Study. Advances and Applications in Statistics. pp. 1-10. ISSN 0972-3617

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2021) On Effects of Stochastic Volatility and Long Memory Towards Mortgage Insurance Models: An Empirical Study. Advances and Applications in Statistics, 66 (2). pp. 1-10. ISSN 0972-3617

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2020) Discussions on continuous stochastic volatility models. Global and Stochastic Analysis, 7 (1). pp. 55-64. ISSN 22489444

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2020) Efficient estimators for geometric fractional brownian motion perturbed by fractional Ornstein-Uhlenbeck process. Advances and Applications in Statistics, 62 (2). pp. 203-226. ISSN 09723617

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2017) Surveying the best volatility measurements to forecast stock market. Applied Mathematical Sciences, 11. pp. 1113-1122. ISSN 1314-7552

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2016) Geometric fractional Brownian motion perturbed by fractional Ornstein-Uhlenbeck process and application on KLCI option pricing. Open Access Library Journal, 03 (08). pp. 1-12. ISSN 2333-9721

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2016) New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation. Global Journal of Pure and Applied Mathematics, 12 (6). pp. 4759-4769. ISSN 0973-1768

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2015) Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model. Far East Journal of Mathematical Sciences (FJMS), 99 (2). pp. 221-235. ISSN 0972-0871

Conference or Workshop Item

Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2018) New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations. In: Proceedings of International Conference on Fractional Differentiation and its Applications (ICFDA) 2018, 16-18 July 2018, Amman, The Hashemite Kingdom of Jordan. (Unpublished)