Items where Author is "Ugbebor, Olabisi O."

Article

Edeki, S.O. and Ugbebor, Olabisi O. and Ogundile, O. P. (2019) Analytical Solutions of a Continuous Arithmetic Asian Model for Option Pricing using Projected Differential Transform Method. Source: Engineering Letters, 27 (2). pp. 51-58.

Edeki, S.O. and Ugbebor, Olabisi O. and Gonzalez-Gaxiola, O. (2017) ANALYTICAL SOLUTIONS OF THE IVANCEVIC OPTION PRICING MODEL WITH A NONZERO ADAPTIVE MARKET POTENTIAL. International Journal of Pure and Applied Mathematics, 115 (1). pp. 187-198. ISSN 1314-3395

Edeki, S.O. and Ugbebor, Olabisi O. and Owoloko, E. A. (2017) CONSTRUCTION OF ANALYTICAL SOLUTIONS TO THE BLACK-SCHOLES OPTION VALUATION MODEL BY MEANS OF HE’S POLYNOMIALS TECHNIQU. IAENG Transactions on Engineering Sciences. pp. 45-53.

Edeki, S.O. and Ugbebor, Olabisi O. and Owoloko, E. A. (2017) On a Nonlinear Transaction-Cost Model for Stock Prices in an Illiquid Market Driven by a Relaxed Black-Scholes Model Assumptions. Malaysian Journal of Mathematical Sciences, 11 (1). pp. 83-96.

Edeki, S.O. and Ugbebor, Olabisi O. and Owoloko, E. A. (2016) ON A DIVIDEND-PAYING STOCK OPTIONS PRICING MODEL (SOPM) USING CONSTANT ELASTICITY OF VARIANCE STOCHASTIC DYNAMICS. International Journal of Pure and Applied Mathematics, 106 (4). pp. 1029-1036. ISSN 1314-3395

Edeki, S.O. and Ugbebor, Olabisi O. and Owoloko, E. A. (2016) Understanding How Dividends Affect Option Prices. International Journal of Pure and Applied Mathematics, 106 (4). pp. 1029-1036. ISSN 1311-8080 (printed version); ISSN: 1314-3395 (on-line version)

Adeosun, M. E. and Edeki, S.O. and Ugbebor, Olabisi O. (2015) Stochastic Analysis of Stock Market Price Models: A Case Study of the Nigerian Stock Exchange (NSE). WSEAS TRANSACTIONS on MATHEMATICS, 14. p. 363. ISSN 2224-2880

Ugbebor, Olabisi O. and Edeki, S.O. (2013) On Duality Principle in Exponentially Lévy Market. Journal of Applied Mathematics & Bioinformatics, 3 (2). pp. 159-170. ISSN 1792-6602

Conference or Workshop Item

Edeki, S.O. and Ugbebor, Olabisi O. and Owoloko, E. A. (2016) He’s Polynomials for Analytical Solutions of the Black-Scholes Pricing Model for Stock Option Valuation. In: Proceedings of the World Congress on Engineering, June 29 - July 1, 2016, London, U.K..

Edeki, S.O. and Owoloko, E. A. and Ugbebor, Olabisi O. (2016) The Modified Black-Scholes Model via Constant Elasticity of Variance for Stock Options Valuation. In: AIP Conference Proceedings, 2016.

Edeki, S.O. and Ugbebor, Olabisi O. and Owoloko, E. A. (2016) A Note on Black-Scholes Pricing Model for Theoretical Values of Stock Options. In: AIP Conference Proceedings, 2016.