Analytical Solutions of the Black–Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method von Edeki, Sunday O, Ugbebor, Olabisi O, Owoloko, Enahoro A

Volltext

Optimal portfolio of an investor in a financial market von Achudume, Celestine, Ugbebor, Olabisi O.

Volltext

An empirical assessment of symmetric and asymmetric jump-diffusion models for the Nigerian stock market indices von Adeosun, Mabel E., Ugbebor, Olabisi O.

Volltext

Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty von Bankole, Philip Ajibola, Ugbebor, Olabisi O.

Volltext

Analytical Solutions of a Continuous Arithmetic Asian Model for Option Pricing using Projected Differential Transform Method von Edeki, Sunday O, Ugbebor, Olabisi O, Ogundile, Paul O

Volltext

The Effect of Stochastic Capital Reserve on Actuarial Risk Analysis via an Integro-differential Equation von Edeki, Sunday Onos, Adinya, Ini, Ugbebor, Olabisi O

Volltext

Fast Fourier Transform of Multi-Assets Options under Economic Recession Induced Uncertainties von Bankole, Philip Ajibola, Ugbebor, Olabisi O.

Volltext

Analytical Solution of the Time-fractional Order Black-Scholes Model for Stock Option Valuation on No Dividend Yield Basis von Edeki, Sunday O, Ugbebor, Olabisi O, Owoloko, Enahoro A

Volltext

Modeling and Analysis of the Queue Dynamics in the Nigerian Voting System von O. Olabisi, Ugbebor

Volltext

On Duality Principle in Exponentially Lévy Market von Ugbebor, Olabisi O, Edeki, Sunday Onos

Volltext

Ergodic properties of Brownian Motion von Ugbebor, Olabisi O.

Volltext