Education
Academic Background-
Ph.D. Abia State University, Nigeria Mathematics | Completed: 2008
Editorial Services
Editorial & Publishing Roles
Editorial Board Member
Serving as Editorial Board Member for Asian Journal of Mathematics & Statistics.
Publications (146)
Selected Scholarly Contributions
Modeling stock market crash dynamics using analysis of anti-plane shear deformation of a cracked finite isotropic wedge
2025
On the Boundary Value Problem of a Finite Isotropic Wedge Under Anti Plane Deformation
2025
2025
Numerical Evaluation of Adverse Effects of Economic Fluctuations on the Investment Returns of Insurance Industry in Nigeria
2024
Stochastic Model of Market Assessments of Stock Returns and Value of Asset Prices in Time-Varying Investment Returns
2023
Neutrosophic Y-Cesàro summability of a sequence of order α, of neutrosophic random variables in probability
2023
2022
A stochastic analysis of stock market price fluctuations for capital market.
Bright Okore Osu
2022
Stochastic analysis of stock price changes as markov chain in finite states.
Bright Okore Osu
2022
A class of seventh order hybrid extended block Adams Moulton methods for numerical solutions of first order delay differential equations
Bright Okore Osu
2022
α-Power transformed transformed power function distribution with applications
2021
The co-movement of bitcoin and some African currencies-A wavelet analysis.
Bright Okore Osu
2021
On the closed form strategies of an investor under the CEV and CIR processes.
Bright Okore Osu
2021
The computational solution of first order delay differential equations using second derivative block backward differentiation formulae.
Bright Okore Osu
2021
Analysis of Nigerian naira exchange rates against us dollar, british pounds, and euro currency using mean reverting model.
Bright Okore Osu
2021
Wavelet analysis of the international markets: A look at the next eleven (N11)
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.
Bright Okore Osu
2020
Stability analysis and synthesis of stochastic oscillator systems described by perturbed Duffing equation.
Bright Okore Osu
2019
Optimal asset allocation policy for a defined contribution pension fund with refund clause of premium with predetermined interest under Heston's volatility model.
Bright Okore Osu
2019
Fund management strategies for a Defined Contribution (DC) pension scheme under the default fund phase IV.
Bright Okore Osu
2019
Analyzing the stock market using the solution of the fractional option pricing model.
Bright Okore Osu
2019
Effect of inflation on stochastic optimal investment strategies for DC pension under the affine interest rate model.
Bright Okore Osu
2019
On the solution of fractional option pricing model by convolution theorem.
Bright Okore Osu
2019
Assets allocation strategy in a DC pension scheme with refund clause of contributions with predetermined interest under Heston's volatility model.
Bright Okore Osu
2019
Approximate solution of cubic nonlinear stochastic oscillators under parametric excitations.
Bright Okore Osu
2019
Flexible heavy tail distributions for surface ozone for selected sites in the United States of America.
Bright Okore Osu
2019
On the effect of inflation and impact of hedging on pension wealth generation strategies under the geometric Brownian motion model.
Bright Okore Osu
2019
On the modified optimal investment strategy for annuity contracts under the Constant Elasticity of Variance (CEV) model.
Bright Okore Osu
2019
Application of Aboodh Transform to the Solution of Stochastic Differential Equation
2018
Optimal portfolio selection for a defined contribution pension fund with return clauses of premium with predetermined interest rate under mean-variance utility.
Bright Okore Osu
2018
Option evaluation: Black-Scholes model versus improved poisson model in option pricing.
Bright Okore Osu
2018
Application of Aboodh transform to the solution of stochastic differential equation.
Bright Okore Osu
2018
Modelling stochastic volatility of the stock market: A Nigerian experience.
Bright Okore Osu
2018
Optimal investment strategy for defined contribution pension scheme under the heston volatility model.
Bright Okore Osu
2018
An improve poisson approximation for the generalized binomial distribution with financial application.
Bright Okore Osu
2018
An improved poisson distribution and its application in option pricing.
Bright Okore Osu
2018
Total variation distance between poisson distribution and polya distribution and it’s non-uniform upper bound.
Bright Okore Osu
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.
Bright Okore Osu
2018
Determination of optimal investment strategies for a defined contribution (DC) pension fund with multiple contributors, proportional administrative costs and taxation.
Bright Okore Osu
2018
A non-uniform bound approximation of polya via poisson, using Stein-Chen method and Ω-function and its application in option pricing.
Bright Okore Osu
2018
An application of backward stochastic equation (BSDE) in the theory of contingent claim valuation.
Bright Okore Osu
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.
Bright Okore Osu
2017
A VAR approach to exchange rate and economic growth in Nigeria.
Bright Okore Osu
2017
Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model.
Bright Okore Osu
2017
Portfolio strategy for an investor with stochastic premium under exponential utility via legendre transform and dual theory.
Bright Okore Osu
2017
Effect of death rate in determining the optimal investment strategies for defined contribution (DC) pension fund with multiple contributors.
Bright Okore Osu
2017
The impact of shocks correlation on the optimal asset allocation for an investor with Ornsten-Uhlenbeck stochastic interest rate model.
Bright Okore Osu
2017
Optimization of wealth investment strategies for a DC pension fund with stochastic salary and extra contributions.
Bright Okore Osu
2017
On the stability and contraction of fixed point of the solution of black-scholes equation in hilbert space.
Bright Okore Osu
2017
Effect of correlation of Brownian motions on an investor’s optimal investment and consumption decision under Ornstein-Uhlenbeck model.
Bright Okore Osu
2017
A stochastic algorithm and multiple scale for solution to PDE with financial application.
Bright Okore Osu
2017
Optimal investment strategies for defined contribution (DC) pension fund with multiple contributors via legendre transform and dual theory.
Bright Okore Osu
2017
Application of generalized binomial distribution model for option pricing.
Bright Okore Osu
2017
The optimal asset allocation problem for an investor through utility maximization.
Bright Okore Osu
2017
Numerical solution of stochastic model with risk measures via finite element method.
Bright Okore Osu
2017
On contraction and fixed point of the solution of an evolution equation in banach space.
Bright Okore Osu
2017
The hartman-wintner law of the iterated logarithm for noncommutative martingales.
Bright Okore Osu
2016
The relationship between GDP and Co2 emission in Nigeria using the least square polynomials.
Bright Okore Osu
2016
The approximation properties of the numerical scheme of the black-schole equation with volatile portfolio risk measure.
Bright Okore Osu
2016
A comparative effectiveness of stochastic approximation method and pseudo inversion method for solution to PDE with financial application.
Bright Okore Osu
2016
On the relationship between the heat equation, black-scholes model and contributory pension pricing.
Bright Okore Osu
2016
The solution of fractional Black-Scholes equation for the price of an option using Laplace transform.
Bright Okore Osu
2016
A non-commutative Martingale with a stochastic differential equation obeying the Law of Iterated Logarithm (LIL).
Bright Okore Osu
2016
Optimization of pension asset portfolio in Nigeria with contributors’ specified return rate.
Bright Okore Osu
2016
A solution of a certain fractional black-scholes equation by change of variables and hankel transform.
Bright Okore Osu
2016
On the quantum binomial models with stochastic differential equation satisfying the law of iterated logarithm.
Bright Okore Osu
2016
Analytical solution of risk adjusted option pricing model by variational iteration method.
Bright Okore Osu
2016
Optimal expected value of assets under parabolic equation with market price of risk not zero.
Bright Okore Osu
2016
An application of sturm-liouville equation to the solution of the black-scholes equation with transaction cost and portfolio risk measures.
Bright Okore Osu
2016
Optimal prediction of expected value of assets under fractal scaling exponent using seemingly black-scholes parabolic equation.
Bright Okore Osu
2016
Fractional black scholes option pricing with stochastic arbitrage return.
Bright Okore Osu
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.
Bright Okore Osu
2016
Harmonised fractal dimensional measure: A special case of a Haar measure and convenience with martingales.
Bright Okore Osu
2015
A simple stochastic algorithm for the solution to PDE with financial application.
Bright Okore Osu
2015
The general frame work of black-scholes option pricing model with volatile portfolio risk measure.
Bright Okore Osu
2015
Comparative effectiveness of melin integral transform and harmonized dimensional integral transform in capital market efficiencies.
Bright Okore Osu
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.
Bright Okore Osu
2015
The discretization of the black-scholes option pricing model with volatile portfolio risk measure.
Bright Okore Osu
2015
Application of a fixed point theorem to existence of the solution of black-scholes partial differential equation in Sobolev space.
Bright Okore Osu
2015
Solution to a certain non-linearblack-scholes option pricing model via the riesz representation theorem.
Bright Okore Osu
2015
Optimal plan for Dc and Db pension schemes with stochastic income under the poisson exponential-trawl process model.
Bright Okore Osu
2015
Optimal policy on the possible rate of returns of contingent claim by fractal dispersion on hausdorff measure to market signal.
Bright Okore Osu
2015
Application of multiple scale method to a discretized financial PDE.
Bright Okore Osu
2015
Optimal prediction of the expected value of assets under fractal scaling exponent.
Bright Okore Osu
2014
A solution to a non linear black-schole's equation with transaction cost and volatile portfolio risk in sobolev space.
Bright Okore Osu
2014
On the solution to a fractional Black-Scholes equation for the price of an option.
Bright Okore Osu
2014
Existence of optimal parameters for a non-linear black-scholes option pricing model with transaction cost and portfolio risk measures.
Bright Okore Osu
2014
The multi-fractal spectrum model for the measurement of random behaviour of asset price returns.
Bright Okore Osu
2014
The distortion measurement strategy in manufacturing trading industry using Turkey Lambda survival function (reliability rate).
Bright Okore Osu
2014
Optimization of insurance broker's investment, consumption and the probability of survival with constant rate of return under exponential utility function.
Bright Okore Osu
2014
On the survival of insurance company's investment with consumption under power and exponential utility functions.
Bright Okore Osu
2014
Debt management and developingnations' economy: A stochastic optimal control analysis.
Bright Okore Osu
2014
Optimal hedging strategy of asset returns on target in finance logistics using the Law of Iterated Logarithm (Lil) measure.
Bright Okore Osu
2014
Comparative analysis of some distributions on the capital requirement data for the insurance company.
Bright Okore Osu
2013
On the portfolio strategy with the meixner-exponential distributional relationship.
Bright Okore Osu
2013
The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost.
Bright Okore Osu
2013
Optimization of time varying investment returns of insurance company under power utility function.
Bright Okore Osu
2013
Optimization of probability of survival of insurance company investment with power utility function.
Bright Okore Osu
2013
Optimizing the returns and probability of survival of insurance company with time varying investment returns.
Bright Okore Osu
2013
Portfolio optimization of pension fund contribution in Nigeria.
Bright Okore Osu
2013
Improvement and deterioration rates of returns of a financial market derivative using the Weibull distribution.
Bright Okore Osu
2013
Optimal option pricing via esscher transforms with the meixner process.
Bright Okore Osu
2013
The dynamics of oil shock and its frequency jump in a developing country.
Bright Okore Osu
2013
On the rate of returns, the risk and the distribution of forex market investment.
Bright Okore Osu
2013
Contingent claim pricing using the cauchy probability distortion operator under simple transformation.
Bright Okore Osu
2013
Optimal portfolio selection for pension funds with transaction costs: Finite horizon case.
Bright Okore Osu
2012
An analysis of the intervention in the learning of mathematical proofs in Nigeria high school; case study: Isuikwuato high school, Isuikwuato.
Bright Okore 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.
Bright Okore Osu
2012
An assessment of students proficiency in using number line to solve mathematical problems.
Bright Okore Osu
2012
A stochastic algorithm for the valuation of financial derivatives using hyperbolic distributional variates.
Bright Okore Osu
2012
Life cycle optimal investment policy for pension funds with transaction cost.
Bright Okore Osu
2012
Comparability of CTE and VaR on normal, two and three parameter Weibull distribution on a portfolio market close.
Bright Okore Osu
2012
Uncertainty claim pricing using Weibull distortion operator.
Bright Okore Osu
2012
Risk neutral pricing option via esscher transform using characteristic function.
Bright Okore Osu
2012
Comparative effectiveness of inductive inquiry and transmitter of knowledge models on secondary school students’ achievement on circle geometry and trigonometry.
Bright Okore Osu
2012
On the application of stochastic optimal control to pension fund management.
Bright Okore Osu
2012
An assessment of secondary school students’ understanding of equivalent expressions in number sense.
Bright Okore Osu
2012
Comparative effectiveness of advance organizer, inductive inquiry and conventional teaching models on secondary school students' achievement in Algebra.
Bright Okore Osu
2012
Optimal lifecycle investment for pension funds with variable rate of return and transaction cost.
Bright Okore Osu
2012
Predicting the value of an option base on an option price.
Bright Okore Osu
2012
Comparative effectiveness of partial and normal inverse gaussian distribution for risk analysis of asset price returns.
Bright Okore Osu
2012
Application of a Weibull survival function distortion based risk measure to capital requirements in banking industry.
Bright Okore Osu
2012
Optimal portfolio selection for pension funds with variable rate of return and transaction costs: Finite horizon case.
Bright Okore Osu
2012
Tail conditional variance for Weibull distribution.
Bright Okore Osu
2012
Investigating the effect of capital flight on the economy of a developing nation via the NIG distribution.
Bright Okore Osu
2012
Financial risk assessment with Cauchy distribution under a simple transformation of dividing with a constant.
Bright Okore Osu
2011
The existence of the moments of the cauchy distribution under a simple transformation of dividing with a constant.
Bright Okore Osu
2011
On the model of the price of an option base on stochastic volatility.
Bright Okore Osu
2011
The price of asset-liability control under tail conditional expectation with no transaction cost.
Bright Okore Osu
2011
Use of stochastic asset-liability model to find unique price of asset.
Bright Okore Osu
2011
A stochastic multiplicative effect of the government policy on income of individuals.
Bright Okore Osu
2011
Currency cross rate and arbitrage in Nigeria exchange market.
Bright Okore Osu
2010
A stochastic model of the variation of the capital market price.
Bright Okore Osu
2010
An empirical mathematical model for smoke attributed mortality.
Bright Okore Osu
2010
Competing risk in an optimal portfolio selection model.
Bright Okore Osu
2010
Application of logistic function to the risk assessment of financial asset returns.
Bright Okore Osu
2010
An empirical optimal portfolio selection model.
Bright Okore Osu
2009
Predicting changes in the dynamics of asset price returns.
Bright Okore Osu
2009
The solution by stochastic iteration of an evolution equation in hilbert space.
Bright Okore Osu
2008
A stochastic analysis of the effect of sudden increase in the income of individuals on the economy.
Bright Okore Osu
2008
On the measurement of random behaviour of stock price changes.
Bright Okore Osu
2007
On the solution of linear complementarity problem by a stochastic iteration method.
Bright Okore Osu
2006
Approximation of fixed points of certain linear pseudocontractive map by a stochastic iterative method.
Bright Okore Osu
2006
A black-scholes option pricing model with transaction costs.
Bright Okore Osu
2005
A stochastic fixed point iteration for Markov operator in R.
Bright Okore Osu
2005
A stochastic iteration method for the solution of finite dimensional variational inequalities.
Bright Okore Osu
2004