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Rehez Ahlip
Rehez Ahlip
Senior Lecturer Centre for Research in Mathematics, School of Computer, Data and Mathematical
Verified email at uws.edu.au - Homepage
Title
Cited by
Cited by
Year
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
R Ahlip, M Rutkowski
Quantitative Finance 13 (6), 955-966, 2013
452013
An interdisciplinary approach to designing online learning: Fostering pre-service mathematics teachers’ capabilities in mathematical modelling
V Geiger, J Mulligan, L Date-Huxtable, R Ahlip, DH Jones, EJ May, ...
ZDM 50, 217-232, 2018
352018
Forward start options under stochastic volatility and stochastic interest rates
R Ahlip, M Rutkowski
International Journal of Theoretical and Applied Finance 12 (02), 209-225, 2009
342009
Foreign exchange options under stochastic volatility and stochastic interest rates
R Ahlip
International Journal of Theoretical and Applied Finance 11 (03), 277-294, 2008
302008
Time delays in n-species competition – I: Global stability in constant environments
K Gopalsamy, RA Ahlip
Bulletin of the Australian Mathematical Society 27 (3), 427-441, 1983
171983
Global asymptotic stability of a periodic system of delay logistic equations
RA Ahlip, RR King
Bulletin of the Australian Mathematical Society 53 (3), 373-389, 1996
151996
Pricing currency options in the Heston/CIR double exponential jump-diffusion model
R Ahlip, LAF Park, A Prodan
International Journal of Financial Engineering 4 (01), 1750013, 2017
102017
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion Hybrid model
R Ahlip, M Rutkowski
Applied Mathematical Finance 22 (1), 1-27, 2015
92015
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
R Ahlip, M Rutkowski
The European Journal of Finance 22 (7), 551-571, 2016
72016
Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates
R Ahlip, R King
Journal of statistical planning and inference 140 (5), 1256-1268, 2010
72010
Forward start foreign exchange options under Heston’s volatility and the CIR interest rates
R Ahlip, M Rutkowski
Inspired by Finance: The Musiela Festschrift, 1-27, 2014
42014
Semi-Analytical option pricing under double Heston jump-diffusion hybrid model
R Ahlip, AF Laurence, A Prodan
Journal of Mathematical Sciences and Modelling 1 (3), 138-152, 2018
32018
Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes
R Ahlip, A Prodan
International Journal of Stochastic Analysis 2015, 2015
32015
Global asymptotic stability of non-negative steady states in, model ecosystems—I
K Gopalsamy, RA Ahlip
International journal of systems science 15 (1), 53-62, 1984
21984
Forward start options under Heston affine jump-diffusions and stochastic interest rate
R Ahlip, LAF Park, A Prodan, S Weissenhofer
International Journal of Financial Engineering 8 (01), 2150005, 2021
12021
Stochastic volatility and stochastic interest rates with mean-reverting Ornstein-Uhlenbeck and square root processing
R Ahlip, R King
International Conference on Stochastic Finance, held in Lisbon, Portugal, 26 …, 2005
12005
Modelling social and occupational outcomes for young people who attend early intervention mental health services
F Iorfino, A Prodan, M Varidel, K Glavatskiy, R Ahlip, IB Hickie
Abstracts: 24th International Congress on Modelling and Simulation (MODSIM …, 2021
2021
Functional components used in agent-based models of mental illness progression and intervention
A Prodan, F Iorfino, K Glavatskiy, M Varidel, R Ahlip, IB Hickie
Abstracts: 24th International Congress on Modelling and Simulation (MODSIM …, 2021
2021
Pricing foreign exchange options with stochastic volatility
R Ahlip
Methods and Applications of Statistics in Business, Finance, and Management …, 2010
2010
Nonlinear filtering of a system of logistic equations
R Ahlip, V Anh
Bulletin of the Australian Mathematical Society 55 (2), 219-238, 1997
1997
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