1. Ogunyebi, S.N., S.E. Fadugba, T.O. Ogunlade, K.J. Adebayo, B.T. Babalola, O. Faweya and H.O. Emeka, 2022. Direct solution of the black-scholes PDE models with non-integer order. J. Phys.: Conf. Ser., Vol. 2199. 10.1088/1742-6596/2199/1/012003.
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2. Fadugba, S.E., J.V. Shaalini, O.M. Ogunmiloro, J.T. Okunlola and F.H. Oyelami, 2022. Analysis of exponential-polynomial single step method for singularly perturbed delay differential equations. J. Phys.: Conf. Ser., Vol. 2199. 10.1088/1742-6596/2199/1/012007.
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3. Fadugba, S.E. and S.O. Edeki, 2022. Homotopy analysis method for fractional barrier option PDE. J. Phys.: Conf. Ser., Vol. 2199. 10.1088/1742-6596/2199/1/012008.
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4. Edeki, S.O., S.E. Fadugba, V.O. Udjor, O.P. Ogundile and D.A. Dosunmu et al., 2022. Approximate-analytical solutions of the quadratic Logistic differential model via SAM. J. Phys.: Conf. Ser., Vol. 2199. 10.1088/1742-6596/2199/1/012004.
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5. Shaalini, V.J. and S.E. Fadugba 2021. A New Multi-Step Method for Solving Delay Differential Equations using Lagrange Interpolation. J. Nig. Soc. Phys. Sci. 3: 159-164.
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6. Olufunmilola, O.A., B.B. Teniola and S.E. Fadugba, 2021. Statistical analysis of the effect of the use of library on the academic performance of students in Ekiti state, Nigeria. Eur. J. Open Educ. E-Learn. Stud., 6: 12-20.
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7. Ogunrinde, R.B., U.K. Nwajeri, S.E. Fadugba, R.R. Ogunrinde and K.I. Oshinubi, 2021. Dynamic model of COVID-19 and citizens reaction using fractional derivative. Alexandria Eng. J., 60: 2001-2012.
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8. Ogunmiloro, O.M., S.E. Fadugba and E.O. Titiloye 2021. On the Existence, Uniqueness and Computational Analysis of a Fractional Order Spatial Model for the Squirrel Population Dynamics under the Atangana-Baleanu-Caputo Operator. Acad. J. Confer. 8: 432-443.
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9. Fadugba, S.E., V.J. Shaalini and A.A. Ibrahim, 2021. Analysis and applicability of a new quartic polynomial one-step method for solving COVID-19 model. J. Phys.: Conf. Ser., 10.1088/1742-6596/1734/1/012019.
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10. Fadugba, S.E., B.T. Babalola, S.O. Ayinde, T.O. Ogunlade, J.T. Okunlola, O.H. Emeka and F.H. Oyelami, 2021. An efficient approach for integer and non-integer barrier options model in a Caputo sense. J. Math. Comput. Sci., 10.28919/jmcs/5311.
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11. Fadugba, S.E., 2021. Development of a new numerical scheme for the solution of exponential growth and decay models. Open J. Math. Sci., 4: 18-26.
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12. Fadugba, S.E. and et al, 2021. Development and analysis of a proposed scheme to solve initial value problems. J. Math. Comput. Sci., 26: 210-221.
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13. Fadugba, S., H. Edogbanya, S. Ogunyebi, B. Babalola and J. Okunlola, 2021. A fractional numerical study on advection-dispersion equation with fractional order. J. Phys.: Conf. Ser., 10.1088/1742-6596/1734/1/012004.
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14. Fadugba, S. and S. Edeki, 2021. A new approach for the solution of the black-scholes equation with barrier option constraints. J. Phys.: Conf. Ser., 10.1088/1742-6596/1734/1/012052.
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15. Edeki, S.O. and S.E. Fadugba, 2021. Solution of a barrier option black-scholes model based on projected differential transformation method. J. Phys.: Conf. Ser., 10.1088/1742-6596/1734/1/012054.
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16. Abubakar, A.B., K. Muangchoo, A.H. Ibrahim, S.E. Fadugba, K.O. Aremu and L.O. Jolaoso, 2021. A modified scaled spectral-conjugate gradient-based algorithm for solving monotone operator equations. J. Math., 10.1155/2021/5549878.
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17. Sunday D.F. and F.D. Ayegb, 2020. Bilateral risky partial differential equation model for European style option. J. Appl. Sci., 20: 104-108.
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18. Fadugba, S.E., V.J. Shaalini and A.A. Ibrahim, 2020. Development and analysis of fifth stage inverse polynomial scheme for the solution of stiff linear and nonlinear ordinary differential equations. J. Math. Comput. Sci., 10.28919/jmcs/5005.
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19. Fadugba, S.E., S.N. Ogunyebi and B.O. Falodun, 2020. An examination of a second order numerical method for solving initial value problems. J. Niger. Soc. Phys. Sci., 2: 120-127.
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20. Fadugba, S.E., 2020. Solution of fractional order equations in the domain of the mellin transform. J. Nig. Soc. Phys. Sci. 1: 138-142.
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21. Fadugba, S.E., 2020. Homotopy analysis method and its applications in the valuation of European call options with time-fractional black-scholes equation. Chaos, Solitons Fractals, 10.1016/j.chaos.2020.110351.
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22. Fadugba, S.E., 2020. Development of an improved numerical integration method via the transcendental function of exponential form. J. Interdiscip. Math., 10.1080/09720502.2020.1747196.
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23. Fadugba, S.E. and O.H. Edogbanya, 2020. Comparative study of two semi-analytical methods for the solution of time-fractional black-scholes equation in a caputo sense. Trends Appl. Sci. Res., 15: 110-114.
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24. Fadugba, S.E. and C.T. Nwozo, 2020. Perpetual American power put options with non-dividend yield in the domain of mellin transforms. Palestine J. Math., 9: 371-385.
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25. Emmanuel, F.S., A.K. James, O.S. Nathaniel and O.J. Temitayo, 2020. Review of some numerical methods for solving initial value problems for ordinary differential equations. Int. J. Appl. Math. Theor. Phys., 6: 7-13.
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26. Gbadeyan, J.A., O.M. Ogunmiloro and S.E. Fadugba, 2019. Dynamic response of an elastically connected double non-mindlin plates with simply-supported end condition due to moving load. Khayyam J. Math., 5: 40-59.
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27. Fadugba, S.E., 2019. Numerical technique viainterpolating function for solving second order ordinary differential equations. J. Math. Stat. Res., .
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28. Fadugba, S.E., 2019. Laplace transform for the solution of fractional black-scholes partial differential equation for the american put options with non-dividend yield. Int. J. Stat. Econ., 20: 10-17.
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29. Fadugba, S.E., 2019. Comparative study of the reduced differential transform and sumudu transform for solving fractional black-scholes equation for a european call option problem. Int. J. Math. Stat., 20: 38-57.
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30. Fadugba, S.E., 2019. Closed-form solution of generalized fractional black-scholes-like equation using fractional reduced differential transform method and fractional laplace. Int. J. Eng. Future Technol., 16: 13-24.
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31. Fadugba, S.E. and J.T. Okunlola, 2019. Solution of the black-scholes partial differential equation for the vanilla options via the reduced differential transform method. Int. J. Math. Comp., .
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32. Fadugba, S.E. and J.O. Idowu, 2019. Analysis of the properties of a third order convergence numerical method derived via the transcendental function of exponential form. Int. J. Appl. Math. Theor. Phys., 5: 97-103.
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33. Fadugba, S.E. and C.R. Nwozo, 2019. Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms. Int. J. Financial Markets and Derivatives, 10.1504/IJFMD.2018.10018711.
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34. Emmanuel, F.S., 2019. Construction of an explicit linear two-step method of maximal order, Adv. Sci. Engng. Med. 11: 532-536.
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35. Fadugbaa, S.E. and C.R. Nwozob, 2018. Mellin transforms and its applications in perpetual American power put options valuation. Niger. Assoc. Math. Phy., 69: 110-125.
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36. Fadugba, S.E. and T.E. Olaosebikan, 2018. Comparative study of a class of one-step methods for the numerical solution of some initial value problems in ordinary differential equations. Res. J. Math. Comput. Sci., Vol. 2. .
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37. Fadugba, S.E. and T.E. Olaosebikan, 2018. Comparative study of a class of one-step methods for the numerical solution of some initial value problems in ordinary differential equations. Res. J. Math. Comput. Sci., 10.28933/rjmcs-2017-12-1801.
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38. Fadugba, S.E. and J.T. Okunlola, 2018. Valuation of the European-style put options under Levy process via the Mellin transform. Int. J. Math. Comput., 29: 79-109.
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39. Emmanuel, F.S., 2018. Mellin transform in higher dimensions for the valuation of the european put option on a basket of Multi-Dividend paying stocks. World Sci. News Poland, 94: 72-98.
40. Emmanuel, F.S., 2018. Analytical solution for an arithmetic asian put option on dividend paying stock via the mellin transform. Int. J. Stat. Econ., 19: 84-92.
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41. Falodun, B.O. and S.E. Fadugba, 2017. Effects of heat transfer on unsteady magnetohydrodynamics (MHD) boundary layer flow of an incompressible fluid a moving vertical plate. World Scient. News, 88: 118-137.
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42. Fadugba, S.E. and J.T. Okunlola, 2017. Performance measure of a new one-step numerical technique via interpolating function for the solution of initial value problem of first order differential equation. World Scient. News, 90: 77-87.
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43. Fadugba, S.E. and A.O. Ajayi, 2017. Comparative study of a new scheme and some existing methods for the solution of initial value problems in ordinary differential equations. Int. J. Eng. Future Technol., 14: 47-56.
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44. Emmanuel, F.S. and F.B. Olumide, 2017. Development of a new one-step scheme for the solution of Initial Value Problem (IVP) in ordinary differential equations. Int. J. Theor. Applied Math., 3: 58-63.
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45. Emmanuel, F.S. and N.C. Raphael, 2016. Valuation of European call options via the fast fourier transform and the mellin transform. J. Math. Finance, 6: 338-359.
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46. Emmanuel, F.S. and E.H. Oluyemisi, 2016. A new approach for solving boundary value problem in partial differential equation arising in financial market. Applied Math., 7: 840-851.
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47. Owoeye, K.O., A.O. Ajayi, S.E. Fadugba, A.A. Obayomi and F.O. Isinkaye, 2015. Detection of stego-images in communication among the terrorist Boko-Haram sect in Nigeria. J. Data Anal. Inform. Proces., 3: 167-174.
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48. Oluyemisi, E.H. and F.S. Emmanuel, 2015. American option: An optimal stopping problem. Math. Finance Lett., .
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49. Ogunyebi, S.N., A. Adedowole, S.E. Fadugba and E.A. Oyedele, 2015. The dynamic response of thin beam resting on variable elastic foundation and traversed by mobile concentrated forces. Asian J. Math. Comput. Res., 6: 181-192.
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50. Nwozo, C.R. and S.E. Fadugba, 2015. On two transform methods for the valuation of contingent claims. J. Math. Finance, Vol. 5. 10.4236/jmf.2015.52009.
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51. Nwozo, C.R. and S.E. Fadugba, 2015. On stochastic volatility in the valuation of European options. Br. J. Math. Comput. Sci., 5: 104-127.
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52. Fadugba, S.E., R.B. Ogunrinde, S.C. Zelibe and C. Achudume, 2015. A new technique for solving black-scholes equation for vanilla put options. Br. J. Math. Comput. Sci., 9: 483-491.
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53. Fadugba, S.E. and C.R. Nwozo, 2015. On a new technique for the solution of the black-scholes partial differential equation for European call option. Comput. Applied Math., 1: 44-49.
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54. Fadugba, S.E. and C.R. Nwozo, 2015. Integral representations for the price of vanilla put options on a basket of two-dividend paying stocks. Applied Math., 6: 783-792.
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55. Fadugba, S.E. and A.O. Ajayi, 2015. Alternative approach for the solution of the black- scholes partial differential equation for European call option. Open Access Lib. J., Vol. 2. .
56. Fadugba S.E. and C.R. Nwozo, 2015. Mellin transforms for the valuation of American power put options with non-dividend and dividend yields. J. Math. Finance, 5: 249-272.
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57. Emmanuel, F.S., 2015. The fast fourier transform method for the valuation of European style options In-The-Money (ITM), At-The-Money (ATM) and out-of-the-money (OTM). Comput. Applied Math., 1: 1-6.
    Direct Link  |  
58. Emmanuel, F.S., 2015. On some iterative methods for solving system of linear equations. Am. Assoc. Sci. Technol. Comput. Applied Math. J., 1: 21-28.
59. Emmanuel, F.S. and A.A. Olayinka, 2015. On a class of equity models for the valuation of the european call options. Int. J. Math. Trends Technol., 26: 13-19.
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60. Edogbanya, O.H. and S.E. Fadugba, 2015. On the study of reduced-form approach and hybrid model for the valuation of credit risk. J. Math. Finance, 5: 129-141.
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61. Nwozo, C.R., C. Achudume and S.E. Fadugba, 2014. Optimal penalty and regulatory enforcement of an insider trading. Afr. Adv. Math. Comput. Sci., Vol. 1. .
62. Nwozo, C.R. and S.E. Fadugba, 2014. Performance measure of Laplace transforms for pricing path dependent options. Int. J. Pure Applied Math., 9: 175-197.
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63. Nwozo, C.R. and S.E. Fadugba, 2014. On the strength and accuracy of advanced monte carlo method for the valuation of American options. Int. J. Math. Comput., 25: 26-41.
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64. Nwozo, C.R. and S.E. Fadugba, 2014. On the accuracy of binomial model for the valuation of standard options with dividend yield in the context of black-scholes model. Int. J. Applied Math., 44: 33-44.
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65. Nwozo, C.R. and S.E. Fadugba, 2014. Mellin transform method for the valuation of some vanilla power options with non-dividend yield. Int. J. Pure Applied Math., 96: 79-104.
    Direct Link  |  
66. Fadugba, S.E., S.N. Ogunyebi and J.T. Okunlola, 2014. On the comparative study of some numerical methods for the solution of initial value problems in ordinary differential equations. Int. J. Innov. Sci. Math., 2: 61-67.
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67. Fadugba, S.E., S.C. Zelibe, C. Achudume and O.O. Olubanwo, 2014. On statistical analysis of water pollution in yoghurt industry, South West, Nigeria. Global Adv. Res. J. Phys. Applied Sci., 3: 1-7.
68. Fadugba, S.E., J.T. Okunlola, A.O. Ajayi and O.H. Edogbanya, 2014. On mathematical model for the study of traffic flow on the high ways. Int. J. Math. Res., 3: 25-36.
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69. Fadugba, S.E., J.T. Okunlola and E.I. Adeyemi, 2014. Alternative approach for the derivation of black-scholes partial differential equation in the theory of options pricing using risk neutral binomial process. J. Scient. Res. Rep., 4: 662-670.
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70. Fadugba, S.E., 2014. The mellin transforms method as an alternative analytic solution for the valuation of geometric Asian option. Applied Comput. Math., Vol. 3. .
71. Fadugba, S.E. and O.H. Edogbanya, 2014. On the valuation of credit risk via reduced-form approach. Global J. Sci. Frontier Res., 14: 49-61.
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72. Fadugba, S.E. and C.R. Nwozo, 2014. On the comparative study of some numerical methods for vanilla option valuation. Commun. Applied Sci., 2: 65-84.
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73. Fadugba, S.E, A.O. Ajayi and O.H. Okedele, 2014. Performance measure of binomial model for pricing American and European options. Applied Comput. Math., 3: 18-30.
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74. Emmanuel, F.S. and O.R. Bosede, 2014. Black-scholes partial differential equation in the mellin transform domain. Int. J. Scient. Technol. Res., 3: 200-206.
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75. Emmanuel, F.S. and O.J. Temitayo, 2014. On the combination of merton and heston models in the theory of option pricing. Int. J. Applied Sci. Math., 1: 22-27.
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76. Emmanuel, F.S. and E.O. Helen, 2014. On the hybrid model for the valuation of credit risk. Applied Comput. Math., 3: 8-11.
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77. Edogbanya, O.H. and S.E. Fadugba, 2014. On structural approach for the valuation of credit risk. J. Math. Syst. Sci., 4: 377-386.
78. Ajayi, A.O., B.K. Alese, S.E. Fadugba and K. Owoeye, 2014. Sensing the nation: Smart grid's risks and vulnerabilities. Int. J. Commun. Network Syst. Sci., Vol. 7. 10.4236/ijcns.2014.75017.
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79. Ogunyebi, S.N., A. Adedowole and S.E. Fadugba, 2013. Dynamic deflection of a non-uniform rayleigh beam when under the action of distributed load. Pacific J. Sci. Technol., 14: 157-161.
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80. Ogunrinde, R.B. and S.E. Fadugba, 2013. On the derivation of the stability function of a new numerical scheme of order seven for the solution of initial value problems in ordinary differential equations. Int. J. Adv. Res. Eng. Applied Sci., 2: 1-9.
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81. Fadugba, S.E., S.C. Zelibe and O.H. Edogbanya, 2013. On the adomian decomposition method for the solution of second order ordinary differential equations. Int. J. Math. Stat. Stud., 1: 20-29.
82. Fadugba, S.E., O.H. Edogbanya and S.C. Zelibe, 2013. Crank nicolson method for solving parabolic partial differential equations. Int. J. Applied Math. Modell., 1: 8-23.
83. Fadugba, S.E., J.T. Okunlola and A.O. Adeyemo, 2013. On the robustness of binomial model and finite difference method for pricing European options. Int. J. IT Eng. Applied Sci. Res., 2: 5-11.
84. Fadugba, S.E., C.R. Nwozo, J.T. Okunlola, O.A. Adeyemo and A.O. Ajayi, 2013. On the accuracy of binomial model and Monte Carlo method for pricing European options. Int. J. Math. Stat. Stud., 3: 38-54.
85. Fadugba, S.E., B.J. Adegboyegun and O.T. Ogunbiyi, 2013. On the convergence of Euler-Maruyama method and Milstein scheme for the solution of stochastic differential equations. Int. J. Applied Math. Model., 1: 9-15.
86. Fadugba, S.E., A.O. Ajayi and C.R. Nwozo, 2013. Effect of volatility on binomial model for the valuation of American options. Int. J. Pure Applied Sci. Technol., 18: 43-53.
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87. Fadugba, S.E., 2013. On the accuracy of an improved adomian decomposition method for the solution of ordinary differential equations. Int. J. Applied Math. Modell., 1: 10-20.
88. Fadugba, S.E. and C.R. Nwozo, 2013. Crank Nicolson finite difference method for the valuation of options. Pacific J. Sci. Technol., 14: 136-146.
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89. Fadugba, S.E. and B.J. Adegboyegun, 2013. On some finite difference methods for solving initial-boundary value problems in partial differential equations. Global Adv. Res. J. Phys. Applied Sci., 2: 17-23.
90. Emmanuel, F.S. and O.J. Temitayo, 2013. The comparative study of the accuracy of an implicit linear multistep method of order six and classical Runge Kutta method for the solution of initial value problems in ordinary differential equations. Int. J. Adv. Sci. Tech. Res., 1: 33-38.
91. Bolujo, A. and F. Sunday, 2013. A semi-analytic algorithm for solving system of nonlinear partial differential equations. J. Math. Theory Modell., 3: 13-17.
92. Temitayo, O.J. and F.S. Emmanuel, 2012. On the convergence of an implicit linear multistep method of order six for the solution of ordinary differential equations. Int. J. Adv. Res. Eng. Applied Sci., 1: 10-15.
93. Ogunrinde, R.B. and S.E. Fadugba, 2012. Development of a new scheme for the solution of initial value problems in ordinary differential equations. Int. Organ. Sci. Res. J. Math. India, 2: 24-29.
94. Nwozo, C.R. and S.E. Fadugba, 2012. Some numerical methods for options valuation. Commun. Math. Finance, 1: 51-74.
95. Nwozo, C.R. and S.E. Fadugba, 2012. Monte Carlo method for pricing some path dependent options. Int. J. Applied Math., 25: 763-778.
96. Fadugba, S.E., J.T. Okunlola and O.A. Adeyemo, 2012. On the strength and weakness of binomial model for pricing vanilla options. Int. J. Adv. Res. Eng. Applied Sci., 1: 13-22.
97. Fadugba, S.E. and J.T. Okunlola, 2012. On the error analysis of the new formulation of one step method into linear multi step method for the solution of ordinary differential equations. Int. J. Sci. Technol. Res., 1: 35-37.
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98. Fadugba, S., C. Nwozo and T. Babalola, 2012. The comparative study of finite difference method and Monte Carlo method for pricing European option. Math. Theory Model., 2: 60-66.
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99. Fadugba, S., B. Ogunrinde and T. Okunlola, 2012. Euler's method for solving initial value problems in ordinary differential equations. Pacific J. Sci. Technol., 13: 152-158.
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100. Fadugba, S., 2012. On Some Numerical Methods for Options Valuation: Financial Derivatives. Lambert Academic Publishing, Germany, ISBN-13: 978-3-659-20278-0, Pages: 168.
101. Fadugba, S., 2012. Introduction to Statistics: Teach Yourself Statistics. Lambert Academic Publishing, Germany, ISBN-13: 978-3-659-23123-0, Pages: 56.
102. Emmanuel, F.S., A.F. Helen and A.O. Helen, 2012. On the stability and accuracy of finite difference method for options pricing. Math. Theory Model., 2: 101-108.
103. Emmanuel, F.S. and O.J. Temitayo, 2012. Chebyshev expansion method for the solution of polynomial and non-polynomial variable coefficients differential equations. Int. J. Adv. Sci. Tech. Res., 5: 418-427.
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104. Bosede, O.R., F.S. Emmanuel and O.J. Temitayo, 2012. On some numerical methods for solving initial value problems in ordinary differential equations. IOSR J. Math., 1: 25-31.