R. Ahlip

发表

Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model

L. Park, R. Ahlip, A. Prodan, 2018, Journal of Mathematical Sciences and Modelling.

Pricing currency options in the Heston/CIR double exponential jump-diffusion model

L. Park, R. Ahlip, A. Prodan, 2017 .

Pricing Foreign Exchange Options with Stochastic Volatility

R. Ahlip, 2010 .

Nonlinear filtering of a system of logistic equations

V. Anh, R. Ahlip, 1997, Bulletin of the Australian Mathematical Society.

Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates

R. Ahlip, R. King, 2010 .

An interdisciplinary approach to designing online learning: fostering pre-service mathematics teachers’ capabilities in mathematical modelling

Vince Geiger, Joanne Mulligan, Leanne Rylands, 2018 .

Time delays in n-species competition – I: Global stability in constant environments

K. Gopalsamy, R. Ahlip, 1983, Bulletin of the Australian Mathematical Society.

Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes

R. Ahlip, A. Prodan, 2015 .

Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model

M. Rutkowski, R. Ahlip, 2015 .

Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates

Rehez Ahlip, Marek Rutkowski, M. Rutkowski, 2013 .

Forward start foreign exchange options under Heston’s volatility and the CIR interest rates

M. Rutkowski, R. Ahlip, 2014 .

Foreign Exchange Options Under Stochastic Volatility And Stochastic Interest Rates

R. Ahlip, 2008 .

Global asymptotic stability of non-negative steady states in, model ecosystems—I†

K. Gopalsamy, R. Ahlip, 1984 .