[Skip to Content]
 
 
  • Departments
  • Quick Links
  • A-Z
 
  •  
  • My Account
  • Profiles
  • Webmail
  • About Us

    About Us

      1. About CU
      2. Mission
      3. Our Core Values
      4. Our History
      5. Inside Covenant
      6. Focus
      7. The Chancellor
      8. The Vice Chancellor
      9. The Deputy Vice Chancellor
      10. The Registrar
      1. Chaplaincy
      2. Academic Affairs Office
      3. Centre for Systems and Information Services (CSIS)
      4. Media and Corporate Affairs Directorate
      5. Unique Programmes
      6. Student Affairs
      7. Campus Security
      8. Financial Services
      9. Community Impact
      10. Academic Planning
      1. Counselling Centre
      2. Covenant University Medical Centre
      3. Centre for Entrepreneurial Development Studies
      4. International Office and Linkages
  • Admissions

    Admissions

      1. Undergraduate Admission
      2. Postgraduate Admission
      3. Foreign Students Admission
  • Colleges

    Colleges

      1. College of Business and Social Sciences
      2. College of Engineering
      3. College of Leadership Development Studies
      4. College of Science and Technology
      5. School of Postgraduate Studies
  • Library
  • News
  • Research
  • Covenant Journals
  • Academic Calendar
  • Covenant OER
  • Payment
  • Give

    Give to Covenant

      1. Research
      2. Community Development
  • Alumni
Conformable Decomposition for Analytical Solutions of a Time-Fractional One-Factor Markovian Model for Bond Pricing
  • Home
  • »
  • Profiles
  • »
  • Ogundile Opeyemi
  • »
  • Conformable Decomposition for Analytical Solutions of a Time-F...

Conformable Decomposition for Analytical Solutions of a Time-Fractional One-Factor Markovian Model for Bond Pricing

~ 09f307eaaec1956709b08378fd52230d.200x200
In financial and option pricing setting, one-factor model denotes the notion that there exists one Wiener process in the definition of the short-rate process indicating one source of randomness. In this paper, approximate-analytical solution of a time- fractional one-factor Markovian model for bond pricing is considered using the approach of conformable decomposition. The method is a...
 
Published at Applied Mathematics & Information Sciences
Volume 13
Issue 4
Pages 539-544
Published in 2019
 
Download 326.24 kB
 
 
 
S. O. Edeki , I. Adinya, G. O. Akinlabi and O. P. Ogundile
Ogundile Opeyemi » Opeyemi Paul Ogundile obtained his B.Sc and M.Sc in Industrial Mathematics and Mathematics from Covenant University and University of Ibadan in 2013 and 2017 respectively. He works as a researcher and Lecturer at the department of mathematics, Covenant University,Ota, Ogun State. He is currently an assistant lecturer. His research interests include: Financial Mathematics, Modelling, Probability... view full profile
Ogundile Opeyemi
 
Other publications by this author (view profile)
 
 
A Modelling Technique for Controlling the Spread of Tuberculosis
 
Coupled FCT-HP for Analytical Solutions of the Generalized Timefractional Newell-Whitehead-Segel Equation
 
HIGHER ORDER SUPER-IMPLICIT HYBRID MULTISTEP METHODS FOR SECOND ORDER DIFFERENTIAL EQUATIONS
 
ON STABILITY OF QUANTUM STOCHASTIC DIFFERENTIAL EQUATION
 
Learning Analytics: Issues on the Pupil-Teacher Ratio in Public Primary Schools in Nigeria
 
Factors Influencing ICT Adoption in Some Selected Secondary Schools in Ogun State, Nigeria
 
Analytical Solutions of a Continuous Arithmetic Asian Model for Option Pricing using Projected Differential Transform Method
 
CONFORMABLE DECOMPOSITION METHOD FOR TIMESPACE FRACTIONAL INTERMEDIATE SCALAR TRANSPORTATION MODEL
 
Analytical Form of Sputtering in Relation to Surface Binding Energy for Different Types of Perovskites
  • ©2019 Covenant University | Sitemap | Contact Us
    •  
    •  
    •  
    •  
    •  
    •  
    •