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Proceeding Paper
Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2023) Wavelet transform in stock prices forecasting and related financial data. In: 1ST INTERNATIONAL POSTGRADUATE CONFERENCE ON OCEAN ENGINEERING TECHNOLOGY AND INFORMATICS 2021 (IPCOETI 2021), 21 June 2021, Kuala Trengganu.
Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2022) Extending generalised Leland option pricing models: simulation using Monte Carlo. In: 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, 24-26 August 2022, Online (Microsoft Teams). (Unpublished)
Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2022) Implied volatility functions of BS versus Leland: empirical evidence from Australian index option market. In: 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, 24-26 August 2022, Online (Microsoft Teams). (Unpublished)
Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2021) Correcting for risk premium on extended generalised Leland models: an empirical study on Dow Jones Industrial Average (DJIA) index options. In: 28th Simposium Kebangsaan Sains Matematik, SKSM 2021, 28-29 Jul 2021, Virtual.
Bahaludin, Hafizah and Sristy, Sadia Tasnim and Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2021) The impact of COVID-19 pandemic on the interconnectedness of stocks in Bursa Malaysia. In: International Seminar on Mathematics in Industry 2021 (ISMI2021), Johor Bahru, Malaysia. (Unpublished)