Chidinma Olunkwa

Bright O. Osu, Okoroafor, A.C. and Olunkwa, C. (2009). Stability Analysis of stochastic model of the stock market price. African Journal of Mathematics and computer Science Research Vol.2(6):098-103.(http://www.academicjournals.org/AJMCSR)
Bright O. Osu and Olunkwa, C. (2010). An empirical Mathematical model for smoke attributed Mortality. African Journal of Mathematics and computer Science Research Vol.3(8);173-178.(http://www.academicjournals.org/AJMCSR)
Bright O. Osu and Chidinma Olunkwa(2014). The Weak solution of Black-Scholes option Pricing Model with transaction cost.Applied Mathematics and Sciences.An international Journal (MathSJ) Vol.1, No.1; 43-45
Bright O. Osu and ChidinmaOlunkwa(2014). Existence of optimal Parameters for a Non-Linear Black-Scholes Option Pricing Model with Transaction Cost and Portfolio Risk Measures.Journal of Nigerian association of Mathematical Physics .Vol 28,No.1:469-474 (www.nampjournals.org)
Bright O. Osu and ChidinmaOlunkwa (2014). A solution by Stochastic iteration Method for Non-Linear Black-Scholes Equation with Transaction cost and Volatile Portfolio Risk in Hilbert Space. International Journal of Mathematical Analysis and Application, 1(3):43-48.(http://www.aascit.org/journal/ijmaa)
Bright O. Osu and ChidinmaOlunkwa (2014). A solution to a non Linear Black-Scholess equation with transaction cost and volatile portfolio Risk in Sobolev Space .Applied Mathematics, 4(2):41-46
ChidinmaOlunkwa and Bright O.Osu (2015) Numerical Approximation in space of Black-Scholes option pricing Model with Volatile portfolio Risk Measure: Journal of Applied Mathematics Volume 11, Issues 1 & 2, 1-17
Bright O. Osu and ChidinmaOlunkwa(2015). Solution to a certain Non-Linear Black-Scholes Option Pricing Model ViaRiesz Representation Theorem. International Journal of Mathematical Analysis and applications 2(3):40-46.(http://www.aascit.org/journal/ijmaa)
Bright O. Osu and OlunkwaChidinma(2015). The general frame work of Black-Scholes Option pricing model with Volatile portfolio Risk measure.Pioneer Journal of Advances in Applied Mathematics volume 14,:21-34
OlunkwaChidinma and Bright O. Osu (2015). The Discretization of the Black-Scholes option Pricing Model with Volatile portfolio Risk Measure .Journal of Mathematical and Computational Science Vol5,No.6, 836-847.(http://scik.org)
ChidinmaOlunkwa and Bright O. Osu (2016).Application of fixed point theorem to Existence of the solution of Black-Scholes partial differential equation in Sobolev space.Asian Journal of Mathematics and Computer Research 8(1):49-55.(www.ikpress.org)
Bright O. Osu and Chidinma Olunkwa(2016). The Approximation Properties of the Numerical Scheme of the Black-Schole equation with Volatile Portfolio Risk Measure. World Scientific Research Vol 3,No1, 23-31.(http://www.asianonlinejournals.com/index.php/WSR)
Olunkwa Chidinma(2016) Bound for the Blow-up time and Blow-up Rate Estimates for Nonlinear Black-Scholes equations with Direchlet or Neumann Boundary conditions. J.Math.Comput.Sci.Vol6 ,No.4,682-691.(http://scik.org)
Silas A. Ihedioha and ChidinmaOlunkwa (2016).Logarithmic Utility optimization of an Insurance Company’s Wealth with Consumption and Dividends under Proportional Reinsurance.: The impact of mode of charging Tax and Transaction costs.Universal Journal of Mathematics. Vol1, No. 4
Silas A. Ihedioha, Bright O. Osu, ChidinmaOlunkwa(2016).The Effect of Mode of Taxation and Transaction Costs On Stochastic Power Utility Maximization of Insurance Company’s Wealth With Consumption and Dividends, Under Proportional Reinsurance.Journal of Research in Applied Mathematics.Vol 2, No.11, 1-10 (www.questjournals.org)
C. Olunkwa, B.O. Osu, Akpanta A.C. and Onwuegbulam, C. (2016) Analytical Solution of Risk Adjusted Option Pricing Model By Variational Iteration method. Journal of Nigerian association of Mathematical Physics . .Vol 36 No 2,pp 205-208 .( www.nampjournals.org)
C. Olunkwa, B.O. Osu, Akpanta A.C. and Onwuegbulam, C. (2017)An application of Sturm-Liouville Equation to the solution of Black-Scholes equation with transaction cost and portfolio Risk Measure`.Transactions of the Nigerian association of Mathematical Physics .Vol 2.pp 307-312.(www.nampjournals.org)
Chidinma Olunkwa, Bright O. Osu, Anthony C. Akpanta, F. Nwite Chuku1 (2017) Numerical Solution of Stochastic Model with Risk Measures via Finite Element Method.Computational and Applied Mathematics Journal 3(2):pp 6-12 (www.aascit.org)
Bright O.Osu,Edikan E,Akpanibah,Chidinma Olunkwa.(2018) Mean Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contibutors under Constant Elasticity of Variance Model.International Journal of Mathematical and Computational Science .Vol12,Nos.5,2018
A. I. Chukwunezu, B. O. Osu, C. Olunkwa and C. N. Obi (2019) On the Solution of Fractional Option Pricing Model by Convolution. Earthline Journal of Mathematical Sciences 2(1):PP 143-157
Olunkwa C, Osu B. O, Chukwunezu A. I, , Obi C. N, Okorie I. Analyzing the Stock Market Using the Solution of the Fractional Option Pricing Model. International Journal of Partial Differential Equations and Applications, 2019, Vol. 7