| 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 | 50 | 2018 |
| 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 | 49 | 2013 |
| 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 | 34 | 2009 |
| Foreign exchange options under stochastic volatility and stochastic interest rates R Ahlip International Journal of Theoretical and Applied Finance 11 (03), 277-294, 2008 | 32 | 2008 |
| 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 | 17 | 1983 |
| 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 | 15 | 1996 |
| 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 | 12 | 2017 |
| 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 | 9 | 2016 |
| 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 | 9 | 2015 |
| 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 | 8 | 2010 |
| 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 (1), 258217, 2015 | 4 | 2015 |
| 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 | 4 | 2014 |
| Semi-Analytical option pricing under double Heston jump-diffusion hybrid model R Ahlip, LAF Park, A Prodan Journal of Mathematical Sciences and Modelling 1 (3), 138-152, 2018 | 3 | 2018 |
| 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 | 2 | 2021 |
| 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 | 2 | 1984 |
| Stochastic Volatility And Stochastic Interest Rates With Mean-Reverting Ornstein-Uhlenbeck And Square Root Processes R Ahlip, R King International Journal of Applied Mathematics 17 (4), 345, 2005 | 1 | 2005 |
| Cutting Through the Confusion and Hype: Understanding the True Potential of Generative AI A Prodan, JA Occhipinti, R Ahlip, G Ujdur, HA Eyre, K Goosen, L Penza, ... arXiv preprint arXiv:2410.16629, 2024 | | 2024 |
| 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 |
| Stability & filtering of stochastic systems RA Ahlip Queensland University of Technology, 1997 | | 1997 |
Marek RutkowskiThe University of SydneyVerified email at sydney.edu.au
