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Application of Generalized Binomial Distribution Model for Option pricing
by Bright O. Osu, Samson O. Eggege and Emmanuel J. Ekpeyong
American Journal of Applied Mathematics and Statistics. 2017, 5(2), 62-71. DOI: 10.12691/ajams-5-2-4
Pub. Date: July 20, 2017Views: 16442Downloads: 14577
Generalized Binomial Distribution European call and put option portfolio Stock and Dwass identity
Abstract Full Text PDF (331 KB) Full Text HTML Full Text ePUB (606 KB)
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Optimization of Wealth Investment Strategies for a DC Pension Fund with Stochastic Salary and Extra Contributions
by Edikan E. Akpanibah, Bright O. Osu, Njoku K. N. C and Eyo O. Akak
International Journal of Partial Differential Equations and Applications. 2017, 5(1), 33-41. DOI: 10.12691/ijpdea-5-1-5
Pub. Date: December 16, 2017Views: 11281Downloads: 9701
CRRA DC Pension fund Optimal Investment Strategies Legendre Transform constant rate stochastic rate stochastic salary extra contribution
Abstract Full Text PDF (277 KB) Full Text HTML Full Text ePUB (472 KB)
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Fractional Black Scholes Option Pricing with Stochastic Arbitrage Return
by Bright O. Osu and Chukwunezu A. Ifeoma
International Journal of Partial Differential Equations and Applications. 2016, 4(2), 20-24. DOI: 10.12691/ijpdea-4-2-1
Pub. Date: August 18, 2016Views: 11214Downloads: 9512
arbitrage returns option pricing green function FBS equation
Abstract Full Text PDF (193 KB) Full Text HTML Full Text ePUB (188 KB)
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