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Publications by O.O. Ugbebor
On a Dividend-Paying Stock Options Pricing Model (Sopm) Using Constant Elasticity of Variance Stochastic Dynamics
International Journal of Pure and Applied Mathematics
Mathematics
Applied Mathematics
Related publications
A Radial Point Interpolation Method for Pricing Options on a Dividend Paying Asset
International Journal of Computer Applications
Pricing European Options in the Variance Gamma Model
Metody Ilościowe w Badaniach Ekonomicznych
The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables
Applied Mathematics
A Note on Black-Scholes Pricing Model for Theoretical Values of Stock Options
Evolution of American Option Value Function on a Dividend Paying Stock Under Jump-Diffusion Processes
Bulletin of Belgorod State Technological University named after. V. G. Shukhov
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks
Applied Mathematics
A Study of Dividend Yield Model Under Stochastic Earning Yield Environment in Stock Exchange of Thailand
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Option Pricing With a Dividend General Equilibrium Model
SSRN Electronic Journal
Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
