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Roslan, Teh Raihana Nazirah and Cao, Jiling and Zhang, Wenjun (2017) Analytical Pricing Formulas for Hybrid Variance Swaps with Regime-Switching. Proceeding of the 13th IMT-GT InternationalConference on Mathematics,Statistics and Applications (ICMSA2017). 030031-1.
Roslan, Teh Raihana Nazirah and Cao, Jiling and Zhang, Wenjun (2017) Analytical pricing formulas for hybrid variance swaps with regime-switching. In: Analytical pricing formulas for hybrid variance swaps with regime-switching, 2017. (Unpublished)
Wei, Chuah Chin and Lynn-Sze, Joyce Cheah and Keong, Ch'ng Chee and Roslan, Teh Raihana Nazirah (2021) A Contemporary Teaching & Learning Approach to Enhance Active Learning in Media & Society Course Using the Newly Proposed O-P-A Model (S/O: 14516). Project Report. UUM. (Submitted)
Roslan, Teh Raihana Nazirah and Karim, Sharmila and Jameel, Ali Fareed Dynamic Pricing Formulation for Hybrid Equity Warrants (S/O 14193). Project Report. UUM. (Submitted)
Roslan, Teh Raihana Nazirah and Ibrahim, Siti Zulaiha and Karim, Sharmila (2020) Hybrid equity warrants pricing formulation under stochastic dynamics. International Scholarly and Scientific Research & Innovation, 14 (11). pp. 133-136. ISSN 0000000091950263
Roslan, Teh Raihana Nazirah and Jameel, Ali F and Ibrahim, Siti Zulaiha (2020) Modeling the price of hybrid equity warrants under stochastic volatility and interest rate. COMPUSOFT: International Journal of Advanced Computer Technology, 9 (3). pp. 3586-3589. ISSN 23200790
Roslan, Teh Raihana Nazirah (2017) On the pricing of forward-start variance swaps with stochastic volatility and stochastic interest rate. Far East Journal of Mathematical Sciences (FJMS), 102 (12). pp. 3223-3240. ISSN 09720871
Tan, Kai Xian and Karim, Sharmila and Roslan, Teh Raihana Nazirah (2023) Post-Pandemic Analysis for Value at Risk of Real Estate Investment Trust in Malaysia Under Quantitative Approach. Journal of Computational Innovation and Analytics (JCIA), 2 (2). pp. 123-144. ISSN 2821-3408
Cao, Jiling and Roslan, Teh Raihana Nazirah and Zhang, Wenjun (2018) Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching. Methodology and Computing in Applied Probability, 20 (4). pp. 1359-1379. ISSN 1387-5841
Cao, Jiling and Lian, Guanghua and Roslan, Teh Raihana Nazirah (2016) Pricing variance swaps under stochastic volatility and stochastic interest rate. Applied Mathematics and Computation, 277. pp. 72-81. ISSN 0096-3003
Roslan, Teh Raihana Nazirah and Chee, Keong Ch’ng (2022) Risk Assessment on Robotic Surgery Using Bayesian Network. Pertanika J. Science & Technology, 30 (4). pp. 2789-2803. ISSN 0128-7680
Roslan, Teh Raihana Nazirah (2017) A Stochastic Hybrid Model for Pricing Forward-Start Variance Swaps. In: Proceeding of the 13th IMTGTInternational Conference on Mathematics,Statistics and their Applications (ICSMA2017).
Roslan, Teh Raihana Nazirah and Zhang, Wenjun and Cao, Jiling (2014) Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates. In: 8th International Conference on Applied Mathematics, Sumulation and Modeling Recent Advances in Applied Mathematics, Modeling and Simulation, 11/22/2014 - 11/24/2014, Florence, Italy.
Ibrahim, Siti Zulaiha and Roslan, Teh Raihana Nazirah and Jameel, Ali Fareed (2020) A comprehensive literature review on pricing equity warrants using stochastic approaches. In: The 6th International Conference on Quantitative Sciences and its Applications (Virtual Conference), 13-14 Oktober 2020, Universiti Utara Malaysia (UUM).
Roslan, Teh Raihana Nazirah (2017) A stochastic hybrid model for pricing forward-start variance swaps. In: A stochastic hbyrid model for pricing foward-start variances swaps. (Unpublished)
Jiling, Cao and Roslan, Teh Raihana Nazirah and Wenjun, Zhang (2020) The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure. Journal of the Korean Mathematical Society, 57 (5). pp. 1167-1186. ISSN 0304-9914