Chuma Raphael Nwozo

University of Ibadan — Nigeria

Economics, Econometrics and Finance · Social Sciences

4h-index39citations9works0.02yr avg
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Research Topics

Stochastic processes and financial applications(8), Financial Risk and Volatility Modeling(4), Financial Markets and Investment Strategies(2), Complex Systems and Time Series Analysis(2), Differential Equations and Numerical Methods(2)

Publications9 total

Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
International Journal of Financial Markets and Derivatives·2018· 2 cited
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
International Journal of Financial Markets and Derivatives·2018
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
Journal of Mathematical Finance·2016· 12 citedOpen Access
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks
Applied Mathematics·2015· 3 citedOpen Access
On Two Transform Methods for the Valuation of Contingent Claims
Journal of Mathematical Finance·2015· 4 citedOpen Access
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields
Journal of Mathematical Finance·2015· 8 citedOpen Access
On Stochastic Volatility in the Valuation of European Options
British Journal of Mathematics & Computer Science·2014· 2 cited
On the Strength and Accuracy of Advanced Monte Carlo Method for the Valuation of American Options
International journal of mathematics and computation·2014· 1 cited
On the Accuracy of Binomial Model for the Valuation of Standard Options with Dividend Yield in the Context of Black-Scholes Model
2014· 7 cited

Frequent Co-authors

Sunday Emmanuel Fadugba(9)