Open Access
MATEC Web Conf.
Volume 125, 2017
21st International Conference on Circuits, Systems, Communications and Computers (CSCC 2017)
Article Number 02015
Number of page(s) 5
Section Systems
Published online 04 October 2017
  1. S.O. Edeki, I. Adinya, O.O. Ugbebor, “The Effect of Stochastic Capital Reserve on Actuarial Risk Analysis via an Integro-differential equation”, IAENG International Journal of Applied Mathematics, 44(2), (2014): 83–90. [Google Scholar]
  2. A. Habib, “The calculus of finance”, Universities Press (India) Private Ltd., 2011. [Google Scholar]
  3. O.O. Ugbebor and S.O. Edeki, “On Duality Principle in Exponentially Lévy Market”, Journal of Applied Mathematics & Bioinformatics, 3(2), (2013), 159–170. [Google Scholar]
  4. K.L. Chu, H. Yang, and K.C. Yuen, “Estimation in the Constant Elasticity of Variance Model”, British Actuar. J. 7 (2001): 275–292. [CrossRef] [Google Scholar]
  5. F. Black, M. Scholes, “The pricing of options and corporate liabilities”, J. Pol. Econ. 81 (1973): 637–659. [Google Scholar]
  6. M.E. Adeosun, S.O. Edeki, O.O. Ugbebor, Stochastic Analysis of Stock Market Price Models: A Case Study of the Nigerian Stock Exchange (NSE), WSEAS Transactions on Mathematics, 14, (2015): 353–363. [Google Scholar]
  7. S.O. Edeki and O. O. Ugbebor, Remarks on the Generalized Squared Gaussian Diffusion Model for Option Pricing, Stochastic and Applications, Research and Training (START) Workshop, Feb. 13–16, (2017). [Google Scholar]
  8. R.C. Blattberg, R.C. and N.J. Gonedes, “A comparison of the stable and student distributions as stochastic models for stock prices”, Journal of Business, 47 (1974): 244–280. [CrossRef] [Google Scholar]
  9. J.D. Macbeth and L.J. Merville. “An empirical examination of the Black-Scholes call option pricing model”, Journal of Finance, 34, (1979): 1173–1186. [CrossRef] [Google Scholar]
  10. B. Lauterbach and P. Schultz, “Pricing warrants: an empirical study of the Black-Scholes model and its alternatives”, Journal of Finance, 45 (1990.), p. 1181. [CrossRef] [Google Scholar]
  11. F. Delbaen and H. Shirakawa, “A note of option pricing for constant elasticity of variance model”, Asia-Pacific Financial Markets, 9 (2), (2002): 85–99. [CrossRef] [EDP Sciences] [Google Scholar]
  12. J. Cox and S. Ross, “The valuation of options for alternative stochastic processes”, Journal of Financial Economics, 3, (1976): 145–166. [CrossRef] [Google Scholar]
  13. S. Beckers, “The Constant Elasticity of Variance Model and Its Implications for Option Pricing”, The Journal of Finance, 35, (3) (1980): 661–673. [CrossRef] [Google Scholar]
  14. J.D. Macbeth and L.J. Merville, “Tests of the Black-Scholes and Cox Call Option Valuation Models”, Journal of Finance, 35, (1980): 285–301. [CrossRef] [Google Scholar]
  15. Yu. V. Kozachenko and O. V. Stus, “Square–Gaussian random processes and estimators of covariance functions”, Mathematical Communications 3 (1998): 83–94. [Google Scholar]
  16. Ito, K. (1946). On a stochastic integral equation, Proceedings of the Japan Academy, 22, 32–35. [Google Scholar]
  17. T. A. Abassy, M. A. El-Tawil, H. El Zoheiry, Toward a modified variational iteration method, Computational and Applied Mathematics, Journal of Computational and Applied Mathematics 207 (2007) 137–147. [CrossRef] [Google Scholar]
  18. S. O. Edeki, G. O. Akinlabi., and A. S. Osheku, On a Modified Iterative Method for the Solutions of Advection Model, World Congress on Engineering 2017, WCE 2017, London, U.K. (In-press). [Google Scholar]
  19. M.A. Abdou, A.A. Soliman, Variational iteration method for solving Burger’s and coupled Burger’s equations, J. Comput. Appl. Math. 181 (2) (2005) 245–251. [CrossRef] [Google Scholar]
  20. J.H. He, Variational iteration method for autonomous ordinary differential systems, Appl. Math. Comput. 114 (2–3) (2000): 115–123. [CrossRef] [MathSciNet] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.