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Number of items: 9.

Pindza, Edson, Mba, Jules Clement, Mwambi, Sutene and Umeorah, Nneka ORCID: https://orcid.org/0000-0002-0307-5011 2024. Neural network for valuing Bitcoin options under jump-diffusion and market sentiment model. Computational Economics 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

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

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

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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