jamil j. jaber, noriszura ismail, siti norafidah mohd ramli, baker albadareen. (2020). estimating loss given default based on time of default. - italian journal of pure and applied mathematics. 1017-1032. |
siti norafidah mohd ramli; jiwook jang. (2020). defaultable bond pricing under the jump diffusion model with copula dependence structure. - sains malaysiana. 941-952. |
jiwook jang; siti norafidah mohd ramli. (2015). jump diffusion transition intensities in life insurance and disability annuity. - insurance: mathematics and economics. 1-11. |
siti norafidah mohd ramli; jiwook jang. (2015). a multivariate jump diffusion for counterparty risk in cds rates. - journal of the korean society for industrial and applied mathematics. 23-45. |