| Stability Analysis of Stochastic model of Stock market price BO Osu, AC Okoroafor, C Olunkwa African Journal of Mathematics and Computer Science 2 (6), 98-103, 2009 | 28 | 2009 |
| On the optimal asset allocation strategy for a defined contribution pension system with refund clause of premium with predetermined interest under Heston’s volatility model EE Akpanibah, BO Osu, SA Ihedioha J. Nonlinear Sci. Appl 13 (1), 53-64, 2020 | 18 | 2020 |
| Stochastic analysis of stock price changes as markov chain in finite states IU Amadi, CP Ogbogbo, BO Osu Global journal of pure and applied sciences 28 (1), 91-98, 2022 | 16 | 2022 |
| Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model KNC Njoku, BO Osu, EE Akpanibah, RN Ujumadu Journal of Mathematical Finance 7 (4), 821-833, 2017 | 16 | 2017 |
| Optimal portfolio selection in a DC pension with multiple contributors and the impact of stochastic additional voluntary contribution on the optimal investment strategy EE Akpanibah, O Oghen’Oro International journal of mathematical and computational sciences 12 (1), 14-19, 2018 | 15 | 2018 |
| Optimal Portfolio Selection for a Defined Contribution Pension Fund with Return Clauses of Premium with Predetermined Interest Rate under Mean-variance Utility E Akpanibah, B O Osu Asian Journal of Mathematical Sciences 2 (2), 2018 | 14 | 2018 |
| Osu, BO, Njoku KN C and Eyo O. Akak,” Optimization of Wealth Investment Strategies for DC Pension Fund with Stochastic Salary and Extra Contributions.” EE Akpanibah International Journal of Partial Differential Equations and Applications 5 …, 2017 | 14 | 2017 |
| Wavelet analysis of the international markets: A look at the next eleven (N11) BO Osu, CU Okonkwo, PU Uzoma, EE Akpanibah Scientific African 7, e00319, 2020 | 13 | 2020 |
| Optimal investment strategies for defined contribution (DC) pension fund with multiple contributors via Legendre transform and dual theory BO Osu, EE Akpanibah, BI Oruh International journal of pure and applied researches 2 (2), 97-105, 2017 | 13 | 2017 |
| Portfolio optimization of pension fund contribution in Nigeria GA Egbe, CA Awogbemi, BO Osu Mathematical Theory and Modeling 3 (8), 42-52, 2013 | 13 | 2013 |
| Strategic optimal portfolio management for a DC pension scheme with return of premium clauses EE Akpanibah, BO Osu, BI Oruh, CN Obi Transactions of the Nigerian Association of Mathematical Physics 8 (1), 121-130, 2019 | 12 | 2019 |
| Mean-Variance Optimization of portfolios with return of premium clauses in a DC pension plan with multiple contributors under constant elasticity of variance model BO Osu, EE Akpanibah, C Olunkwa International journal of mathematical and computational sciences 12 (5), 89-94, 2018 | 12 | 2018 |
| Stochastic strategies for optimal investment in a defined contribution (DC) pension fund EE Akpanibah, SK Samaila International Journal of Applied Science and Mathematical Theory 3 (3), 48-55, 2017 | 12 | 2017 |
| A VAR Approach to exchange rate and economic growth in Nigeria UC Okonkwo, RN Ujumadu, BO Osu Journal of Mathematical Finance 7 (4), 834-845, 2017 | 11 | 2017 |
| On the effect of stochastic extra contribution on optimal investment strategies for stochastic salary under the affine interest rate model in a DC Pension Fund BO Osu, EE Akpanibah, KNC Njoku General Letters in Mathematic 2 (3), 138-149, 2017 | 11 | 2017 |
| Weighted Neutrosophic Soft Multiset and Its Application to Decision Making C Granados, AK Das, BO Osu Yugoslav Journal of Operations Research 33 (2), 293-308, 2022 | 7 | 2022 |
| An investor’s investment plan with stochastic interest rate under the CEV model and the Ornstein-Uhlenbeck process EE Akpanibah, UO Ini Journal of the Nigerian Society of Physical Sciences, 239-249, 2021 | 7 | 2021 |
| The impact of stochastic volatility process on the values of assets BO Osu, EO Eze, CN Obi Scientific African 9, e00513, 2020 | 7 | 2020 |
| Portfolio strategy for an investor with logarithm utility and stochastic interest rate under constant elasticity of variance model EE Akpanibah, U Ini Journal of the Nigerian Society of Physical Sciences, 186-196, 2020 | 7 | 2020 |
| Effect of Correlation of Brownian Motions on an Investor, s Optimal Investment and Consumption Decision under Ornstein-Uhlenbeck Model SA Ihedioha, BI Oruh, BO Osu Academic Journal of Applied Mathematical Sciences 3 (6), 52-61, 2017 | 6 | 2017 |
Bright O. OsuProfessor of MathematicsVerified email at abiastateuniversity.edu.ng
Bright O. OsuProfessor of MathematicsVerified email at abiastateuniversity.edu.ng