Dr. Bright Okore Osu
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Dr. Bright Okore Osu

Professor
Department of Mathematics, Michael Okpara University of Agriculture, Umudike, Abia State, Nigeria

Highest Degree
Ph.D. in Mathematics from Abia State University, Nigeria

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Area of Interest:

Mathematics
100%
Stochastic Optimization
62%
Financial Mathematics
90%
Probability Theory
75%
Differential Equations
55%

Research Publications in Numbers

Books
3
Chapters
0
Articles
177
Abstracts
12

Selected Publications

  1. Osu, B.O. and I.U. Amadi, 2022. A stochastic analysis of stock market price fluctuations for capital market. J. Appl. Math. Comput., 6: 85-95.
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  2. Granados, C., A.K. Das and B.O. Osu, 2022. Mλm,n,p-statistical convergence for triple sequences. J. Anal., 30: 451-468.
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  3. Granados, C. and B.O. Osu, 2022. Wijsman and wijsman regularly triple ideal convergence sequences of sets. Sci. Afr., Vol. 15. 10.1016/j.sciaf.2022.e01101.
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  4. Chibuisi, C., B.O. Osu, C. Granados and O.S. Basimanebotlhe, 2022. A class of seventh order hybrid extended block Adams Moulton methods for numerical solutions of first order delay differential equations Sebha Univ. J. Pure Appl. Sci., 21: 94-105.
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  5. Amadi, I.U., C.P. Ogbogbo and B.O. Osu, 2022. Stochastic analysis of stock price changes as markov chain in finite states. Global J. Pure Appl. Sci., 28: 91-98.
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  6. Okorie, I.E., J. Ohakwe, B.O. Osu and C.U. Onyemachi, 2021. α-Power transformed transformed power function distribution with applications. Heliyon, Vol. 7. 10.1016/j.heliyon.2021.e08047.
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  7. Okonkwo, C.U., B.O. Osu, F. Chighoub and B.I. Oruh, 2021. The co-movement of bitcoin and some African currencies-A wavelet analysis. J. Res. Emerging Mark., 3: 81-93.
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  8. Nwafor, J.C., B.O. Osu and K. Uchendu, 2021. Analysis of Nigerian naira exchange rates against us dollar, british pounds, and euro currency using mean reverting model. Asian J. Math. Sci., 5: 18-23.
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  9. Chibuisi, C., B.O. Osu, U.W. Sirisena, K. Uchendu and C. Granados, 2021. The computational solution of first order delay differential equations using second derivative block backward differentiation formulae. Int. J. Math. Sci. Optim.: Theory Appl., 7: 88-106.
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  10. Akpanibah, E.E., B.O. Osu, E.O. Eze, C.U. Okonkwo, B.I. Oruh and U.O. Ini, 2021. On the closed form strategies of an investor under the CEV and CIR processes. Int. J. Math. Anal. Optim., 7: 87-107.
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  11. Akpanibah, E.E., B.O. Osu and S.A. Ihedioha, 2020. On the optimal asset allocation strategy for a defined contribution pension system with refund clause of premium with predetermined interest under Heston's volatility model. J. Nonlinear Sci. Applic., 13: 53-64.
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  12. Osu, B.O., K.N.C. Njoku and O.S. Basimanebotlhe, 2019. Fund management strategies for a Defined Contribution (DC) pension scheme under the default fund phase IV. Commun. Math. Finance, 8: 169-185.
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  13. Osu, B.O., K.N.C. Njoku and B.I. Oruh, 2019. On the effect of inflation and impact of hedging on pension wealth generation strategies under the geometric Brownian motion model. Earthline J. Math. Sci., 1: 119-142.
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  14. Osu, B.O., E.O. Eze and R.N. Ujumadu, 2019. Approximate solution of cubic nonlinear stochastic oscillators under parametric excitations. Int. J. Adv. Math., 4: 31-41.
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  15. Osu, B.O., E.E. Akpanibah and B.I. Oruh, 2019. Optimal asset allocation policy for a defined contribution pension fund with refund clause of premium with predetermined interest under Heston's volatility model. ABACUS: Math. Sci. Ser., 46: 552-563.
  16. Osu, B.O., A.I. Chukwunezu, C. Olunkwa and C.N. Obi, 2019. Analyzing the stock market using the solution of the fractional option pricing model. Int. J. Partial Differ. Equat. Applic., 6: 1-12.
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  17. Okorie, I.E., A.C. Akpanta and B.O. Osu, 2019. Flexible heavy tail distributions for surface ozone for selected sites in the United States of America. Ozone: Sci. Eng., 41: 473-488.
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  18. Njoku, K.N.C. and B.O. Osu, 2019. On the modified optimal investment strategy for annuity contracts under the Constant Elasticity of Variance (CEV) model. Earthline J. Math. Sci., 1: 63-90.
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  19. Njoku, K.N.C. and B.O. Osu, 2019. Effect of inflation on stochastic optimal investment strategies for DC pension under the affine interest rate model. Fundam. J. Math. Applic., 2: 91-100.
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  20. Eze, E.O., B.O. Osu and R.N. Ujumadu, 2019. Stability analysis and synthesis of stochastic oscillator systems described by perturbed Duffing equation. ABACUS: Math. Sci. Ser., 46: 564-572.
  21. Chukwunezu, A.I., B.O. Osu, C. Olunkwa and C.N. Obi, 2019. On the solution of fractional option pricing model by convolution theorem. Earthline J. Math. Sci., 2: 143-157.
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  22. Akpanibah, E.E. and B.O. Osu, 2019. Assets allocation strategy in a DC pension scheme with refund clause of contributions with predetermined interest under Heston's volatility model. J. NAMP, 49: 31-40.
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  23. Osu, B.O., S.O. Egege and S.A. Ihedioha, 2018. Option evaluation: Black-Scholes model versus improved poisson model in option pricing. Trans. NAMP, 7: 55-62.
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  24. Osu, B.O., S. Ogu-Egege and E. Inyang, 2018. Total variation distance between poisson distribution and polya distribution and it’s non-uniform upper bound. Int. J. Math. Comput. Sci., 4: 74-78.
  25. Osu, B.O., E.E. Akpanibah and G.A. Egbe, 2018. Determination of optimal investment strategies for a defined contribution (DC) pension fund with multiple contributors, proportional administrative costs and taxation. MATLAB J., 1: 40-46.
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  26. Osu, B.O., E.E. Akpanibah and C. Olunkwa, 2018. Mean-variance optimization of portfolios with return of premium clauses in a DC pension plan with multiple contributors under constant elasticity of variance model. WASET Int. J. Math. Comput. Sci., 12: 85-90.
  27. Osu, B.O. and V.U. Sampson, 2018. Application of Aboodh transform to the solution of stochastic differential equation. J. Adv. Res. Applied Math. Statist., 3: 16-22.
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  28. Okonkwo, C.U., B.O. Osu, S.A. Ihedioha and C. Chibuisi, 2018. Optimal investment strategy for defined contribution pension scheme under the heston volatility model. J. Math. Finance, 8: 613-622.
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  29. Okonkwo, C.U., B.O. Osu and C. Chibuisi, 2018. Modelling stochastic volatility of the stock market: A Nigerian experience. Math LAB J., 1: 259-267.
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  30. Ogu-Egege, S., B.O. Osu and C. Chibuisi, 2018. An improved poisson distribution and its application in option pricing. Open Sci. J. Math. Applic., 6: 15-23.
  31. Egege, S.O., B.O. Osu, K. Uchendu and C.B. Akachi, 2018. An improve poisson approximation for the generalized binomial distribution with financial application. Elixir Applied Math., 121: 51509-51519.
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  32. Egege, S.O., B.O. Osu and C. Chibuisi, 2018. A non-uniform bound approximation of polya via poisson, using Stein-Chen method and Ω-function and its application in option pricing. Int. J. Math. Stat. Invent., 6: 9-20.
  33. Akpanibah, E.E. and B.O. Osu, 2018. Optimal portfolio selection for a defined contribution pension fund with return clauses of premium with predetermined interest rate under mean-variance utility. Asian J. Math. Sci., 2: 19-29.
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  34. Osu, B.O., U.E. Obasi and D. Francis, 2017. On the stability and contraction of fixed point of the solution of black-scholes equation in hilbert space. Trans. NAMP., 4: 205-210.
  35. Osu, B.O., S.O. Egege and E.J. Ekpeyong, 2017. Application of generalized binomial distribution model for option pricing. Am. J. Applied Math. Stat., 5: 62-71.
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  36. Osu, B.O., E.E. Akpanibah and K.N.C. Njoku, 2017. On the effect of stochastic extra contribution on optimal investment strategies for stochastic salary under the affine interest rate model in a DC pension fund. Gen. Lett. Math., 2: 138-149.
  37. Osu, B.O., E.E. Akpanibah and B.I. Oruh, 2017. Optimal investment strategies for defined contribution (DC) pension fund with multiple contributors via legendre transform and dual theory. Int. J. Pure Applied Res., 2: 97-105.
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  38. Osu, B.O., D. Francis and U.E. Obasi, 2017. On contraction and fixed point of the solution of an evolution equation in banach space. Trans. NAMP., 3: 55-60.
  39. Osu, B.O. and O.U. Solomon, 2017. A stochastic algorithm and multiple scale for solution to PDE with financial application. WSEAS Trans. Math., 16: 74-83.
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  40. Osu, B.O. and G.A. Egbe, 2017. Optimizing pension asset and simulated derivative in Nigeria with minimum required return. Math. Finance Lett., Vol. 2017. .
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  41. Osu, B.O. and E.E. Akpanibah, 2017. Wealth investment strategies for a DC pension fund with stochastic salary and stochastic contribution rate. Eng. Sci. Lett., Vol. 2017. .
  42. Olunkwa, C., B.O. Osu, A.C. Akpanta and F.N. Chuku, 2017. Numerical solution of stochastic model with risk measures via finite element method. Comput. Applied Math. J., 3: 6-12.
  43. Okonkwo, C.U., R.N. Ujumadu and B.O. Osu, 2017. A VAR approach to exchange rate and economic growth in Nigeria. J. Math. Finance 7: 834-845.
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  44. Njoku, K.N.C., B.O. Osu, E.E. Akpanibah and R.N. Ujumadu, 2017. Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model. J. Math. Finance, 7: 821-833.
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  45. Inyang, E., B.O. Osu and C. Chibuisi, 2017. An application of backward stochastic equation (BSDE) in the theory of contingent claim valuation. J. Scient. Eng. Res., 4: 463-471.
  46. Ihedioha, S.A., B.I. Oruh and B.O. Osu, 2017. The impact of shocks correlation on the optimal asset allocation for an investor with Ornsten-Uhlenbeck stochastic interest rate model. Trans. NAMP., 4: 211-216.
  47. Ihedioha, S.A., B.I. Oruh and B.O. Osu, 2017. Effect of correlation of Brownian motions on an investor’s optimal investment and consumption decision under Ornstein-Uhlenbeck model. Acad. J. Applied Math. Sci., 3: 52-61.
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  48. Ihedioha, S.A. and B.O. Osu, 2017. The optimal asset allocation problem for an investor through utility maximization. Int. J. Pure Applied Res., 2: 84-92.
  49. Akpanibah, E.E., B.O. Osu, K.N.C. Njoku and E.O. Akak, 2017. Optimization of wealth investment strategies for a DC pension fund with stochastic salary and extra contributions. Int. J. Partial Differ. Equat. Applic., 5: 33-41.
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  50. Akpanibah, E.E. and B.O. Osu, 2017. Portfolio strategy for an investor with stochastic premium under exponential utility via legendre transform and dual theory. Int. J. Adv. Math., 2017: 27-35.
  51. Akpanibah, E.E. and B.O. Osu, 2017. Effect of death rate in determining the optimal investment strategies for defined contribution (DC) pension fund with multiple contributors. Int. J. Basic Sci. Technol., 3: 1-7.
  52. Osu, B.O., C.U. Okonkwo and R.N. Ujumadu, 2016. The relationship between GDP and Co2 emission in Nigeria using the least square polynomials. Acad. J. Applied Math. Sci., 2: 51-55.
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  53. Osu, B.O., C. Olunkwa, A.C. Akpanta and C. Onwuegbula, 2016. An application of sturm-liouville equation to the solution of the black-scholes equation with transaction cost and portfolio risk measures. Trans. NAMP, 2: 307-312.
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  54. Osu, B.O. and P.U. Uzoma, 2016. The hartman-wintner law of the iterated logarithm for noncommutative martingales. Int. J. Math. Res., 5: 123-130.
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  55. Osu, B.O. and P.U. Uzoma, 2016. On the quantum binomial models with stochastic differential equation satisfying the law of iterated logarithm. J. NAMP., 38: 23-30.
  56. Osu, B.O. and P.U. Uzoma, 2016. A non-commutative Martingale with a stochastic differential equation obeying the Law of Iterated Logarithm (LIL). Int. J. Applied Sci. Math., 3: 10-14.
  57. Osu, B.O. and O.U. Solomon, 2016. A comparative effectiveness of stochastic approximation method and pseudo inversion method for solution to PDE with financial application. J. Progr. Res. Math., 6: 863-874.
  58. Osu, B.O. and J.I. Adindu-Dick, 2016. Optimal prediction of expected value of assets under fractal scaling exponent using seemingly black-scholes parabolic equation. Math. Lett., 2: 19-24.
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  59. Osu, B.O. and G.A. Egbe, 2016. Optimization of pension asset portfolio in Nigeria with contributors’ specified return rate. Open J. Optimiz., 5: 103-119.
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  60. Osu, B.O. and G.A. Egbe, 2016. On the relationship between the heat equation, black-scholes model and contributory pension pricing. Bull. Math. Stat. Res., 4: 132-145.
  61. Osu, B.O. and C.A. Ifeoma, 2016. Fractional black scholes option pricing with stochastic arbitrage return. Int. J. Partial Differ. Equat. Applic., 4: 20-24.
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  62. Osu, B.O. and C.A. Ifeoma, 2016. A solution of a certain fractional black-scholes equation by change of variables and hankel transform. J. NAMP., 38: 13-22.
  63. Osu, B.O. and C. Olunkwa, 2016. The approximation properties of the numerical scheme of the black-schole equation with volatile portfolio risk measure. World Scient. Res., 3: 23-31.
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  64. Osu, B.O. and A.I. Chukwunezu, 2016. The solution of fractional Black-Scholes equation for the price of an option using Laplace transform. Bull. Math. Stat. Res., 4: 37-45.
  65. Olunkwa, C., B.O. Osu, A.C. Akpanta and C. Onwuegbula, 2016. Analytical solution of risk adjusted option pricing model by variational iteration method. J. NAMP., 36: 205-208.
  66. Ihedioha, S.A., B.O. Osu and C. Olunkwa, 2016. The effect of mode of taxation and transaction costs on stochastic power utility maximization of an insurance company’s wealth with consumption and dividends, under proportional reinsurance. J. Res. Applied Math., 2: 1-10.
  67. Adindu-Dick, J.I. and B.O. Osu, 2016. Optimal expected value of assets under parabolic equation with market price of risk not zero. J. NAMP., 36: 183-186.
  68. Osu, B.O., 2015. An alternative approach for the derivation of the fractional Black-Scholes equation for the pricing of options and its solution via the mellin transform. Int. J. Applied Sci. Math., 2: 223-228.
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  69. Osu, B.O. and O.U. Solomon, 2015. Application of multiple scale method to a discretized financial PDE. Br. J. Math. Comput. Sci., 9: 357-366.
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  70. Osu, B.O. and O.U. Solomon, 2015. A simple stochastic algorithm for the solution to PDE with financial application. J. NAMP., 32: 125-132.
  71. Osu, B.O. and O.E. Ogwo, 2015. Harmonized Fractal Dimensional Measure. Scholar Press, Germany, ISBN-13: 978-3-639-76410-9, Pages: 64.
  72. Osu, B.O. and O.E. Ogwo, 2015. Harmonised fractal dimensional measure: A special case of a Haar measure and convenience with martingales. Int. J. Math. Applic., 3: 1-8.
  73. Osu, B.O. and O.E. Ogwo, 2015. Comparative effectiveness of melin integral transform and harmonized dimensional integral transform in capital market efficiencies. Global J. Math., 6: 585-591.
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  74. Osu, B.O. and O. Ijioma, 2015. Optimal plan for Dc and Db pension schemes with stochastic income under the poisson exponential-trawl process model. J. Niger. Assoc. Math. Phys., 29: 181-190.
  75. Osu, B.O. and J.I. Adindu-Dick, 2015. Optimal policy on the possible rate of returns of contingent claim by fractal dispersion on hausdorff measure to market signal. Applied Math., 5: 1-6.
  76. Osu, B.O. and C. Olunkwa, 2015. The general frame work of black-scholes option pricing model with volatile portfolio risk measure. PJAAM., 14: 21-34.
  77. Osu, B.O. and C. Olunkwa, 2015. Solution to a certain non-linearblack-scholes option pricing model via the riesz representation theorem. Int. J. Math. Anal. Applic., 2: 40-46.
  78. Osu, B.O. and C. Olunkwa, 2015. Application of a fixed point theorem to existence of the solution of black-scholes partial differential equation in Sobolev space. Asian J. Math. Comput. Res., 8: 49-55.
  79. Ihedioha, S.A. and B.O. Osu, 2015. Optimal probability of survival of an insurer and a reinsurer under proportional reinsurance and power utility preference. Int. J. Innovat. Sci. Math., Vol. 3. .
  80. Ihedioha, S.A. and B.O. Osu, 2015. Optimal portfolios of an insurer and a reinsurer under proportional reinsurance and power utility preference. Open Access Libr. J., Vol. 2. .
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  81. Chidinma, O. and B.O. Osu, 2015. The discretization of the black-scholes option pricing model with volatile portfolio risk measure. J. Math. Comput. Sci., 5: 836-847.
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  82. Osu, B.O., S.A. Ihedioha and J.I. Adindu-Dick, 2014. On the survival of insurance company's investment with consumption under power and exponential utility functions. Am. J. Applied Math., 2: 8-13.
  83. Osu, B.O., J.O. Egemba and P.U. Uzoma, 2014. Optimal hedging strategy of asset returns on target in finance logistics using the Law of Iterated Logarithm (Lil) measure. Global J. Sci. Front. Res. Math. Decision Sci., 14: 23-31.
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  84. Osu, B.O. and S.I. Ubani, 2014. Debt management and developingnations' economy: A stochastic optimal control analysis. J. Adv. Math., 7: 1343-1350.
  85. Osu, B.O. and J.I. Adindu-Dick, 2014. The multi-fractal spectrum model for the measurement of random behaviour of asset price returns. Br. J. Math. Comput. Sci., 4: 2326-2343.
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  86. Osu, B.O. and J. Dick-Adindu, 2014. Optimal prediction of the expected value of assets under fractal scaling exponent. Applied Math. Sci.: Int. J., 1: 41-51.
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  87. Osu, B.O. and I. Chibuzor, 2014. The distortion measurement strategy in manufacturing trading industry using Turkey Lambda survival function (reliability rate). Int. J. Stat. Math., 1: 2-8.
  88. Osu, B.O. and C. Olunkwa, 2014. Existence of optimal parameters for a non-linear black-scholes option pricing model with transaction cost and portfolio risk measures. J. NAMP., 28: 469-474.
  89. Osu, B.O. and C. Olunkwa, 2014. A solution to a non linear black-schole's equation with transaction cost and volatile portfolio risk in sobolev space. Applied Math., 4: 41-46.
  90. Osu, B.O. and A.I. Chukwunezu, 2014. On the solution to a fractional Black-Scholes equation for the price of an option. Int. J. Math. Anal. Applic., 1: 38-42.
  91. Ihedioha, S.A. and B.O. Osu, 2014. Optimization of insurance broker's investment, consumption and the probability of survival with constant rate of return under exponential utility function. J. Adv. Math., 7: 1105-1114.
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  92. Chidinma, O. and B.O. Osu, 2014. Numerical approximation in space of Black-Scholes option pricing model with volatile portfolio risk measure. J. Applied Math., Vol. 11. .
  93. Osu, B.O., S.A. Ihedioha and E. Ekuma-Okereke, 2013. The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost. Afr. Stat., 8: 545-559.
  94. Osu, B.O., 2013. Optimal option pricing via esscher transforms with the meixner process. Commun. Math. Finance, 2: 1-21.
  95. Osu, B.O., 2013. On the portfolio strategy with the meixner-exponential distributional relationship. J. Math. Comput. Sci., 6: 1509-1519.
  96. Osu, B.O. and V. Madukpe, 2013. On the rate of returns, the risk and the distribution of forex market investment. IJRRAS., 14: 120-126.
  97. Osu, B.O. and S.A. Ihedioha, 2013. Optimizing the returns and probability of survival of insurance company with time varying investment returns. J. Adv. Math., 3: 152-158.
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  98. Osu, B.O. and S.A. Ihedioha, 2013. Optimization of time varying investment returns of insurance company under power utility function. Int. J. Stat. Math., 8: 42-50.
  99. Osu, B.O. and R. Eric, 2013. Improvement and deterioration rates of returns of a financial market derivative using the Weibull distribution. Inventi Impact: Model. Simul., 3: 1-4.
  100. Osu, B.O. and K.C. Ifekaonwu, 2013. The dynamics of oil shock and its frequency jump in a developing country. Math. Theory Model., 3: 52-58.
  101. Osu, B.O. and G.U. Achi, 2013. Contingent claim pricing using the cauchy probability distortion operator under simple transformation. Int. J. Applied Phys. Math., 3: 8-13.
  102. Osu, B.O. and A. Alaekwe, 2013. Comparative analysis of some distributions on the capital requirement data for the insurance company. IJMSS., 1: 37-47.
  103. Ihedioha, S.A. and B.O. Osu, 2013. Optimization of probability of survival of insurance company investment with power utility function. Inventi Rapid: Microfinance Bank., 2013: 1-6.
  104. Ekuma-Okereke, E. and B.O. Osu, 2013. Dynamic optimization of portfolios with tail conditional expectation constraints. Asian J. Math. Applic., Vol. 2013. .
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  105. Egbe, G.A., C.A. Awogbemi and B.O. Osu, 2013. Portfolio optimization of pension fund contribution in Nigeria. Math. Theory Model., 3: 42-52.
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  106. Osu, B.O., O.R. Amamgbo and M.E. Adeosun, 2012. Investigating the effect of capital flight on the economy of a developing nation via the NIG distribution. J. Comput. Model., 2: 77-92.
  107. Osu, B.O., O.E. Ogwo and S.A. Ihedioha, 2012. Uncertainty claim pricing using Weibull distortion operator. J. NAMP., 21: 73-78.
  108. Osu, B.O., 2012. Predicting the value of an option base on an option price. J. Math. Comput. Sci., 2: 1091-1100.
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  109. Osu, B.O. and S.A. Ihedioha, 2012. Optimal portfolio selection for pension funds with variable rate of return and transaction costs: Finite horizon case. Global J. Pure Applied Math., 8: 275-286.
  110. Osu, B.O. and S.A. Ihedioha, 2012. Optimal lifecycle investment for pension funds with variable rate of return and transaction cost. Int. J. Math. Sci. Eng. Appls, 6: 343-360.
  111. Osu, B.O. and S.A. Ihedioha, 2012. Life cycle optimal investment policy for pension funds with transaction cost. Math. Finance Lett., 1: 22-42.
  112. Osu, B.O. and S.A. Ihedioha, 2012. An analysis of the intervention in the learning of mathematical proofs in Nigeria high school; case study: Isuikwuato high school, Isuikwuato. Int. J. Phys. Chem. Math. Sci., 1: 90-98.
  113. Osu, B.O. and O.U. Solomon, 2012. A stochastic algorithm for the valuation of financial derivatives using hyperbolic distributional variates. Math. Finance Lett., 1: 43-56.
  114. Osu, B.O. and O.E. Ogwo, 2012. Comparability of CTE and VaR on normal, two and three parameter Weibull distribution on a portfolio market close. J. NAMP., 21: 79-84.
  115. Osu, B.O. and O.E. Ogwo, 2012. Application of a Weibull survival function distortion based risk measure to capital requirements in banking industry. Adv. Theoret. Applied Math., 7: 237-245.
  116. Osu, B.O. and O. Ijioma, 2012. On the application of stochastic optimal control to pension fund management. Bull. Soc. Math. Serv. Standards, 1: 81-95.
  117. Osu, B.O. and O. Chisom, 2012. Comparative effectiveness of partial and normal inverse gaussian distribution for risk analysis of asset price returns. Invent. Impact: Bus. Res. Rev., 3: 159-161.
  118. Osu, B.O. and I. Nwaigwe, 2012. Tail conditional variance for Weibull distribution. Invent. Impact: Qual. Stat. Reliab., 12: 71-72.
  119. Osu, B.O. and G.U. Achi, 2012. Risk neutral pricing option via esscher transform using characteristic function. Int. J. Math. Sci. Eng. Appls, 6: 373-383.
  120. Ihedioha, S.A. and B.O. Osu, 2012. The opinion of the academic staff on the effect of mentoring on students' general development in government comprehensive secondary school Bwari, Abuja Nigeria. Int. J. Eng. Sci., 1: 143-150.
  121. Ihedioha, S.A. and B.O. Osu, 2012. Optimal portfolio selection for pension funds with transaction costs: Finite horizon case. Int. J. Adv. Phys. Sci., 4: 36-44.
  122. Ihedioha, S.A. and B.O. Osu, 2012. Comparative effectiveness of inductive inquiry and transmitter of knowledge models on secondary school students’ achievement on circle geometry and trigonometry. Bull. Soc. Math. Serv. Standards, 1: 33-46.
  123. Ihedioha, S.A. and B.O. Osu, 2012. Comparative effectiveness of advance organizer, inductive inquiry and conventional teaching models on secondary school students' achievement in Algebra. Inventi Impact: Algorithm, 4: 1-6.
  124. Ihedioha, S.A. and B.O. Osu, 2012. An assessment of students proficiency in using number line to solve mathematical problems. Gen. Math. Notes, 12: 11-19.
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  125. Ihedioha, S.A. and B.O. Osu, 2012. An assessment of secondary school students’ understanding of equivalent expressions in number sense. Inventi Impact: Algorithm, 3: 30-38.
  126. Osu, B.O., G.U. Achi and C.A. Emereuwa, 2011. A stochastic multiplicative effect of the government policy on income of individuals. J. Modern Math. Stat., 5: 3-8.
  127. Osu, B.O., 2011. The price of asset-liability control under tail conditional expectation with no transaction cost. Br. J. Math. Comput. Sci., 1: 129-140.
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  128. Osu, B.O., 2011. On the model of the price of an option base on stochastic volatility. Global J. Pure Applied Math., 7: 279-286.
  129. Osu, B.O. and S.A. Ihedioha, 2011. Use of stochastic asset-liability model to find unique price of asset. Br. J. Math. Comput. Sci., 1: 101-111.
  130. Osu, B.O. and J. Ohakwe, 2011. Financial risk assessment with Cauchy distribution under a simple transformation of dividing with a constant. Theoret. Math. Applic., 1: 73-89.
  131. Ohakwe, J. and B.O. Osu, 2011. The existence of the moments of the cauchy distribution under a simple transformation of dividing with a constant. Theoret. Math. Applic., 1: 27-35.
  132. Osu, B.O., 2010. Currency cross rate and arbitrage in Nigeria exchange market. Int. J. Trade Econ. Finance, 1: 345-348.
  133. Osu, B.O., 2010. Competing risk in an optimal portfolio selection model. J. Math. Sci., 23: 23-35.
  134. Osu, B.O., 2010. Application of logistic function to the risk assessment of financial asset returns. J. Modern Math. Stat., 4: 7-10.
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  135. Osu, B.O., 2010. A stochastic model of the variation of the capital market price. Int. J. Trade Econ. Finance, 1: 297-302.
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  136. Osu, B.O. and C. Olunkwa, 2010. An empirical mathematical model for smoke attributed mortality. J. Math. Comput. Sci. Res., 3: 173-178.
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  137. Osu, B.O., 2009. Predicting changes in the dynamics of asset price returns. J. Math. Sci., 20: 323-330.
  138. Osu, B.O., 2009. Introductory University Mathematics, Volume 2. CPN Prints, Wetheralroad Owerri, Imo State.
  139. Osu, B.O., 2009. Introductory University Mathematics, Volume 1. CPN Prints, Wetheralroad Owerri, Imo State.
  140. Okoroafor, A.C. and B.O. Osu, 2009. An empirical optimal portfolio selection model. Afr. J. Math. Comput. Sci. Res., 2: 1-5.
  141. Osu, B.O. and C.O. Alfred, 2008. A stochastic analysis of the effect of sudden increase in the income of individuals on the economy. Asian J. Math. Statist., 1: 69-79.
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  142. Okoroafor, A.C. and B.O. Osu, 2008. The solution by stochastic iteration of an evolution equation in hilbert space. Asian J. Math. Stat., 1: 126-131.
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  143. Osu, B.O. and A.C. Okoroafor, 2007. On the measurement of random behaviour of stock price changes. J. Math. Sci. Dattapukur, 18: 131-141.
  144. Okoroafor, A.C. and B.O. Osu, 2006. Approximation of fixed points of certain linear pseudocontractive map by a stochastic iterative method. J. Applied Sci., 6: 1854-1857.
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  145. Alfred, C.O. and O.O. Bright, 2006. On the solution of linear complementarity problem by a stochastic iteration method. J. Applied Sci., 6: 2685-2687.
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  146. Okoroafor, A.C. and B.O. Osu, 2005. A stochastic fixed point iteration for Markov operator in R. Global J. Pure Applied Sci., 4: 25-41.
  147. Amster, P., C.G. Averbuj, M.C. Mariani and D. Rial, 2005. A black-scholes option pricing model with transaction costs. J. Math. Anal. Applic., 303: 688-695.
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  148. Okoroafor, A.C. and B.O. Osu, 2004. A stochastic iteration method for the solution of finite dimensional variational inequalities. J. Nig. Ass. Maths Phys., 8: 301-304.
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