ORCA
Online Research @ CardiffÂ
Browse by Current Cardiff authors
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Pindza, Edson, Mba, Jules Clement, Mwambi, Sutene and Umeorah, Nneka  ORCID: https://orcid.org/0000-0002-0307-5011
2025.
Neural network for valuing Bitcoin options under jump-diffusion and market sentiment model.
Computational Economics
66
, pp. 2305-2342.
10.1007/s10614-024-10792-1
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Nwankwo, Chinonso, Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011, Ware, Tony and Dai, Weizhong
2024.
Deep learning and American options via free boundary framework.
Computational Economics
64
, pp. 979-1022.
10.1007/s10614-023-10459-3
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Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011, Mashele, Phillip, Agbaeze, Onyecherelam and Mba, Jules Clement
2023.
Barrier options and Greeks: Modeling with neural networks.
Axioms
12
(4)
, 384.
10.3390/axioms12040384
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Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011 and Mba, Jules Clement
2022.
Approximation of single-barrier options partial differential equations using feed?forward neural network.
Applied Stochastic Models in Business and Industry
38
(6)
, pp. 1079-1098.
10.1002/asmb.2711
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Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011, Mashele, Phillip and Ehrhardt, Matthias
2021.
Pricing basket default swaps using quasi-analytic techniques.
Decisions in Economics and Finance
44
(1)
, 241–267.
10.1007/s10203-020-00310-x
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Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011, Ehrhardt, Matthias and Mashele, Phillip
2020.
Valuation of basket credit default swaps under stochastic default intensity models.
Advances in Applied Mathematics and Mechanics
12
(5)
, pp. 1301-1326.
10.4208/aamm.oa-2019-0141
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Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011, Mashele, Phillip and Ehrhardt, Matthias
2020.
Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives.
Journal of Credit Risk
17
(1)
, pp. 1-29.
10.21314/JCR.2020.263
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Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011 and Mashele, Phillip
2019.
A Crank-Nicolson finite difference approach on the numerical estimation of rebate barrier option prices.
Cogent Economics & Finance
7
(1)
, 1598835.
10.1080/23322039.2019.1598835
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Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011 and Mashele, Phillip
2018.
A comparative study on barrier option pricing using antithetic and quasi Monte-Carlo simulations.
Journal of Mathematics and Statistics
14
(1)
, pp. 94-106.
10.3844/jmssp.2018.94.106
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