| SENSITIVITY ANALYSIS OF A CLASS OF INTEREST RATE DERIVATIVES IN A VARIANCE GAMMA LÉVY MARKET. AM Udoye, GOS Ekhaguere Palestine Journal of Mathematics 11 (2), 2022 | 10 | 2022 |
| Sensitivity analysis of variance gamma parameters for interest rate derivatives AM Udoye, LS Akinola, MN Annorzie, Y Yakubu IAENG International Journal of Applied Mathematics, 2022 | 3 | 2022 |
| Ornstein-Uhlenbeck operator for correlated random variables AM Udoye, Y Yakubu, EO Adeyefa, EO Egbaji, LS Akinola IAENG International Journal of Computer Science, 2021 | 3 | 2021 |
| Jump-diffusion process of interest Rates and the Malliavin calculus AM Udoye, CP Ogbogbo, LS Akinola International Journal of Applied Mathematics 34 (1), 183, 2021 | 3 | 2021 |
| Mathematical model of impact of vaccination and treatment strategy for eradication of tuberculosis with absence of emigration effect EO Ogbaji, AM Udoye, J Ochigbo, O Benjohnson, IM Ali FUW Trends in Science and Technology Journal 4 (3), 826-834, 2019 | 2 | 2019 |
| Special greeks of a variance-gamma driven Vasicek model AM Udoye, LS Akinola Scientific African 19, e01466, 2023 | 1 | 2023 |
| Reduced differential transform method for Solving Black-Scholes European options model in the sense of powered modified log-payoff function SE Fadugba, AM Udoye, SC Zelibe, SO Edeki, C Achudume, O Makinde, ... 2024 International Conference on Science, Engineering and Business for …, 2024 | | 2024 |
| Investigating Stock Market Volatility and other Volatility Sources using Stochastic Volatility Models CP Ogbogbo, SC Emenyonu, BO Osu, AM Udoye Appl. Math 18 (4), 827-837, 2024 | | 2024 |
| The Analysis of Black-Scholes Model of Option Pricing with Time-Varying Parameters on Share Prices for Capital Market IU Amadi, N Akani, CP Ogbogbo, SI Aboko, AM Udoye Appl. Math 18 (3), 673-678, 2024 | | 2024 |
| GENERALIZATION OF A VARIANCE-GAMMA-DRIVEN INTEREST RATE DERIVATIVE AM Udoye, MF Salami International Journal of Applied Mathematics 37 (2), 239-245, 2024 | | 2024 |
| Extension of Short Rate Model Under a Lévy Process AM Udoye Fountain Journal of Natural and Applied Sciences 12 (2), 01-04, 2023 | | 2023 |
| Scientific African AM Udoye, LS Akinola | | 2022 |
| Interest Rate Modelling in the Presence of Discontinuities and its Sensitivities AM Udoye, EO Ogbaji, LS Akinola, MN Annorzie Annals of Science and Technology 6 (1), 9-15, 2021 | | 2021 |
| EXTENSION OF VASICEK MODEL TO THE MODELLING OF INTEREST RATE A Udoye, L Akinola, E Ogbaji FUDMA JOURNAL OF SCIENCES 4 (2), 151-155, 2020 | | 2020 |
| Extension of Hull-White Model to a Jump Process AM Udoye, LS Akinola FUOYE Journal of Pure and Applied Sciences (FJPAS) 5 (1), 148-153, 2020 | | 2020 |
| SENSITIVITY ANALYSIS OF INTEREST RATE DERIVATIVES IN SOME LEVY´ MARKETS AM UDOYE | | 2019 |
| Generating a new class of orthogonal polynomials with recurrence relation AM Adeyefa, E. O., Adeniyi, R. B., Abolarin, O. E., Akinola, L. S., Udoye Journal of the Nigerian Association of Mathematical Physics 36 (July 2016 …, 2016 | | 2016 |
| Insight on the Projective Module UAMA David American Journal of Engineering Resaearch 3 (8), 248-262, 2014 | | 2014 |
| Vega and Theta of an Interest Rate Derivative AM Udoye, CP Ogbogbo | | |
| Sensitivity analysis of interest rate derivatives in a normal inverse Gaussian Lévy market AM Udoye, GOS Ekhaguere Italian Journal of Pure and Applied Mathematics, 618, 0 | | |
Lukman AkinolaLecturer, Department of Mathematics, Federal University Oye Ekiti在 fuoye.edu.ng 的电子邮件经过验证
