Amadi, Innocent Uchenna

Analytical Solution of Black-Scholes Equation in Predicting Market Prices and Its Pricing Bias

Azor, Promise Andaowei & Amadi, Innocent Uchenna · Asian Journal of Probability and Statistics · 2020

This paper is geared towards implementation of Black-Scholes equation in valuation of European call option and predicting market prices for option traders. First, we explained how Black-Scholes equation can be used to estimate option prices and then we also estimated the BS prici...

Open access Research Article 10.9734/ajpas/2020/v8i230202

The Impact of Fourier Series Expansion on the Analysis of Asset Value Function and its Return Rates for Capital Markets

Loko, Onewunmi Perelah, Davies, Iyai & Amadi, Innocent Uchenna · Asian Research Journal of Mathematics · 2023

The effect of Fourier series expansion on the solution of Stochastic Differential Equation (SDE) is considered herein. The detailed measures which govern price function of return rate for capital investments are obtained periodically. Sufficient conditions of stating mathematical...

Open access Research Article 10.9734/arjom/2023/v19i7681