Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
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"Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market"
written by Thomas Chinwe Urama, Patrick Oseloka Ezepue,
published by Journal of Mathematical Finance, Vol.8 No.4, 2018

has been cited by the following article(s):

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[1]	Existence, uniqueness and stability of solutions to fractional backward stochastic differential equations Applied Mathematics in Science and Engineering, 2022 DOI:10.1080/27690911.2022.2142219

[2]	Existence, uniqueness and stability of solutions to fractional backward stochastic differential equations Applied Mathematics in Science and Engineering, 2022 DOI:10.1080/27690911.2022.2142219

[3]	Mathematical and Computational Intelligence to Socio-scientific Analytics and Applications Lecture Notes in Networks and Systems, 2022 DOI:10.1007/978-981-19-5181-7_22

[4]	The reliability of geometric Brownian motion forecasts of S&P500 index values Journal of Forecasting, 2021 DOI:10.1002/for.2775

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