Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Ogunlade Temitope Olu"'
Autor:
Halid, Omobolaji Yusuf, Babalola, Bayowa Teniola, Sunday, Joshua, Adejuwon, Samuel Oluwaseun, Adigun, Kehinde Abimbola, Ogunboyo, Ojo Femi, Ogunlade, Temitope Olu, Ilesanmi, Anthony Opeyemi, Fadugba, Sunday Emmanuel
Publikováno v:
Pakistan Journal of Scientific & Industrial Research Series A: Physical Sciences; May-Aug2024, Vol. 67 Issue 2, p101-112, 12p
Autor:
Ogunlade Temitope Olu, Akindutire Opeyemi Roselyn, Faweya Olanrewaju, Balogun Kayode Oguntuase, Okoro Joshua Otonritse
Publikováno v:
WSEAS TRANSACTIONS ON MATHEMATICS. 21:144-152
This study employed the Box-Jenkins Methodology otherwise known as the Autoregressive Integrated Moving Average (ARIMA) modelling to model and forecast the series for the period of 2018 to 2030. The results indicated an upward trend with fluctuations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d5c87338e5c8bd946bc1c91f1366296
https://doi.org/10.37394/23206.2022.21.21
https://doi.org/10.37394/23206.2022.21.21
Autor:
Ogunmiloro, Oluwatayo Michael, Idowu, Amos Sesan, Ogunlade, Temitope Olu, Akindutire, Roselyn Opeyemi
Publikováno v:
International Journal of Applied & Computational Mathematics; Oct2021, Vol. 7 Issue 5, p1-20, 20p
Autor:
Ogunlade Temitope Olu
Publikováno v:
Mathematics Letters. 5:8
Automated teller machine (ATM) is one of the several electronic banking channels used in the banking industry. This brought about queue (waiting line) and this is because customers waiting in line to receive service by using the ATM are inevitable an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::540c04a92abfe0e3aea8a8c1cd8e0c3c
https://doi.org/10.11648/j.ml.20190501.12
https://doi.org/10.11648/j.ml.20190501.12
Publikováno v:
Applied and Computational Mathematics. 6:215
Stochastic volatility models were introduced because option prices have been mis-priced using Black-Scholes model. In this work, focus is made on pricing European put option in a Geometric Brownian Motion (GBM) stochastic volatility model with uncorr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb66d251a5029b5e01074e20a9d2129b
https://doi.org/10.11648/j.acm.20170605.11
https://doi.org/10.11648/j.acm.20170605.11