| A Crank-Nicolson finite difference approach on the numerical estimation of rebate barrier option prices N Umeorah, P Mashele Cogent Economics & Finance, 2019 | 9 | 2019 |
| Barrier options and Greeks: Modeling with neural networks N Umeorah, P Mashele, O Agbaeze, JC Mba Axioms 12 (4), 384, 2023 | 5 | 2023 |
| Approximation of single‐barrier options partial differential equations using feed‐forward neural network N Umeorah, JC Mba Applied Stochastic Models in Business and Industry 38 (6), 1079-1098, 2022 | 4 | 2022 |
| Deep learning and American options via free boundary framework C Nwankwo, N Umeorah, T Ware, W Dai Computational Economics, 1-44, 2023 | 3 | 2023 |
| Pricing barrier and lookback options using finite difference numerical methods NO Umeorah North-West University (South Africa), Potchefstroom Campus, 2017 | 3 | 2017 |
| Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives N Umeorah, P Mashele, M Ehrhardt Journal of Credit Risk 17 (1), 2019 | 2 | 2019 |
| A comparative study on barrier option pricing using antithetic and Quasi Monte-Carlo simulations N Umeorah, P Mashele Journal of Mathematics and Statistics 14 (1), 94-106, 2018 | 2 | 2018 |
| Valuation of basket credit default swaps under stochastic default intensity models N Umeorah, M Ehrhardt, P Mashele Advances in Applied Mathematics and Mechanics 12 (5), 1301-1326, 2020 | 1 | 2020 |
| Preprint Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives N Umeorah, P Mashele, M Ehrhardt | 1 | 2019 |
| Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model E Pindza, JC Mba, S Mwambi, N Umeorah arXiv preprint arXiv:2310.09622, 2023 | | 2023 |
| Pricing basket default swaps using quasi-analytic techniques N Umeorah, P Mashele, M Ehrhardt Decisions in Economics and Finance 44, 241-267, 2021 | | 2021 |
| Price estimation of basket credit default swaps using numerical and quasianalytical methods NO Umeorah North-West University (South Africa), 2020 | | 2020 |
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