The Greek parameters of a continuous arithmetic Asian option pricing model via Laplace Adomian decomposition method

SO Edeki, T Motsepa, CM Khalique, GO Akinlabi - Open Physics, 2018 - degruyter.com
The Greek parameters in option pricing are derivatives used in hedging against option risks.
In this paper, the Greeks of the continuous arithmetic Asian option pricing model are derived …

[PDF][PDF] Modified Vogel approximation method for balanced transportation models towards optimal option settings

ID Ezekiel, SO Edeki - International Journal of Civil Engineering and …, 2018 - academia.edu
This paper is built on a study in relation to transportation problem as it affects most
organisational decision in a decomposed setting. The case study used in this work is …

[PDF][PDF] Closed-form solutions of the time-fractional standard Black-Scholes model for option pricing using He-separation of variable approach

SO Edeki, GO Akinlabi, FO Egara… - … on Environment and …, 2020 - researchgate.net
The Black-Scholes option pricing model in classical form remains a benchmark model in
Financial Engineering and Mathematics concerning option valuation. Though, it has …

[HTML][HTML] Dataset on spatial distribution and location of universities in Nigeria

GA Adeyemi, SO Edeki - Data in Brief, 2018 - Elsevier
Access to quality educational system, and the location of educational institutions are of great
importance for future prospect of youth in any nation. These in return, have great effects on …

[HTML][HTML] Datasets for correlation dynamics of cocoa production in South Western Nigeria

SO Edeki, ME Adeosun, GO Akinlabi, OM Ofuyatan - Data in brief, 2018 - Elsevier
In the Nigeria economy, cocoa production has been of great importance. This buttresses the
fact that cocoa as a product is the leading agricultural export of Nigeria, leaving the country …

Solution of a one-dimensional heat equation with axial symmetry via Laplace Adomian decomposition method

SO Edeki, OF Imaga, GO Akinlabi - … International Conference on …, 2020 - ieeexplore.ieee.org
This paper deals with the application of Laplace transform combined with Adomian
Decomposition Method. The method is hereby referred to as LADM for finding an analytical …

[PDF][PDF] ITO-RENTABILITY FUNCTION FOR STOCK OPTION DRIFT AND VOLATILITY USING DJI INDICES

SO Edeki, GO Akinlabi, FO Egara, AM Okeke - academia.edu
In this paper, the drift and volatility parameters of a stock option are modeled via Ito-
Rentability function based on Dow Jones Industrial (DJI) Average indices. The stock …

[PDF][PDF] ESTIMATION OF THE BASIC STOCK OPTION PARAMETERS IN THE SENSE OF ITO STOCHASTIC DYNAMICS

SO Edeki, ME Adeosun, GO Akinlabi… - International Journal of …, 2018 - academia.edu
In this paper, stock price basic parameters: expected value and volatility are being estimated
in the sense of Ito stochastic dynamics. For model efficiency, stock exchange data of DBS …

[PDF][PDF] I. EDUCATIONAL BACKGROUND

DH HSU - Science, 2018 - faculty.wharton.upenn.edu
I. EDUCATIONAL BACKGROUND II. ACADEMIC EMPLOYMENT III. RESEARCH AND
PUBLICATIONS Page 1 December 2020 Hsu – p. 1 of 11 DAVID H. HSU 2028 Steinberg …

[PDF][PDF] A. Personal Data

M Ed - 1997 - scholar.oauife.edu.ng
CURRICULUM VITAE Page 1 1 CURRICULUM VITAE A. Personal Data 1. Full Name (Surname
first): ELEGBELEYE Oluwatoba Samuel 2. Date of Birth: March 3rd 1958 3. Nationality …