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Volume 3, Issue 6-1, December 2014
The Mellin Transform Method as an Alternative Analytic Solution for the Valuation of Geometric Asian Option
Fadugba Sunday Emmanuel
Pages: 1-7     Published Online: Aug. 5, 2014
DOI: 10.11648/j.acm.s.2014030601.11
Abstract | Full-Text PDF (221KB)
View 3926                 Downloads 261
(This article belongs to the Special Issue )
On Hybrid Model for the Valuation of Credit Risk
Fadugba Sunday Emmanuel, Edogbanya Olaronke Helen
Pages: 8-11     Published Online: Aug. 13, 2014
DOI: 10.11648/j.acm.s.2014030601.12
Abstract | Full-Text PDF (185KB)
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(This article belongs to the Special Issue )
On Martingales and the Use of Optional Stopping Theorem to Determine the Mean and Variance of a Stopping Time
Ganiyu, A. A., Fakunle, I.
Pages: 12-17     Published Online: Sep. 5, 2014
DOI: 10.11648/j.acm.s.2014030601.13
Abstract | Full-Text PDF (241KB)
View 3858                 Downloads 307
(This article belongs to the Special Issue )
Performance Measure of Binomial Model for Pricing American and European Options
Fadugba Sunday Emmanuel, Ajayi Olayinka Adedoyin, Okedele Olanrewaju Hammed
Pages: 18-30     Published Online: Oct. 20, 2014
DOI: 10.11648/j.acm.s.2014030601.14
Abstract | Full-Text PDF (355KB)
View 3771                 Downloads 298
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