PUBLICATIONS

PUBLICATIONS

2012 AND 2013 PUBLICATIONS OF PROFESSOR OLABISI O. UGBEBOR

Ugbebor, O.O and Nwonye, Chukwunonso (2012). Discrete-event Simulation Modeling of Patient Flow in Healthcare systems. International Journal of Advancement in Physical Sciences, Vol. 4, No. 1, pp. 69-86. ISSN 2276-6146.

Ugbebor O.O., Ganiyu, A.A. and Fakunle, I. (2012). Optional Stopping Theorem as An Indispensable tool in the Determination of Ruin Probability and Expected Duration of a Game. Journal of the Nigerian Association of Mathematical Physics, Vol. 21 (July, 2012), pp. 85-94.

Ugbebor, O.O. and Nwonye, C. (2012). Modeling and Analysis of the Queue Dynamics in the Nigerian Voting System. The Open Operational Research Journal, 2012. Volume 6, pp. 9-22.

Ugbebor, O.O. and Sunday Onos Edeki (2013): On Duality Principle in Exponentially Levy Market. Journal of Applied Mathematics and Bioinformatics (JAMB), Vol. 3, No. 2, pp. 159-170. ISSN 1792-6602 (print) 1792-6939 (online) Sciencepress Ltd.

Ugbebor, O.O. (2013). The Analysis of Networks in Manufacturing Systems, Journal of the Nigerian Mathematical Society. Vol. 32, pp. 331-341.

 

2015/2016 PUBLICATIONS OF PROFESSOR OLABISI O. UGBEBOR

Note/Key: Vol. in bold, issue in bracket follows by page: e.g. 106 (4)_, 1029-1036.

(1) S.O. Edeki, O.O. Ugbebor and E.A. Owoloko, “On a Dividend-Paying Stock Options Pricing Model (SOPM) Using Constant Elasticity of Variance Stochastic Dynamics”, International Journal of Pure and Applied Mathematics, (2016), 106 (4), 1029-1036. Bulgaria.

(2) S.O. Edeki, O.O. Ugbebor and E.A. Owoloko, “A Note on Black-Scholes Pricing Model for Theoretical Values of Stock Options”, 2015 Progress in Applied Mathematics in Science and Engineering (PIAMSE). AIP Conference Proceedings 1705, 020040 (2016); doi: 10.1063/1.4940288. Bali, Indonesia.

(3) S.O. Edeki, E.A. Owoloko and O.O. Ugbebor, “The Modified Black-Scholes Model via Constant Elasticity of Variance for Stock Options Valuation”, 2015 Progress in Applied Mathematics in Science and Engineering (PIAMSE). AIP Conference Proceedings 1705, 020041 (2016); doi: 10.1063/1.4940289. Bali, Indonesia.

(4) M.E. Adeosun, O.O. Edeki and O.O. Ugbebor, “On A Variance Gamma Model (VGM) in Option Pricing: A Difference of Two Gamma Processes”, Journal of Informatics and Mathematical Sciences,8 (1), (2016): 1-16, India.

(5) .O. Edeki, O.O. Ugbebor, and E.A. Owoloko, “Analytical Solutions of the Black-Scholes Pricingt Model for European Option Valuation via a Projected Differential Transformation Method”, Entropy, (2015), 17 (11), 7510-7521. Switzerland.

(6) M.E. Adeosun, .O. Edeki and O.O. Ugbebor, “Stochastic Analysis of Stock Market Price Models: A Case Study of the Nigerian Stock Exchange (NSE)”, WSEAS Transactions on Mathematics, (2015), 14, 353-363. Bulgaria.

 

 

(a) Books already published:

[1] Ugbebor, O.O.(1991). Probability Distribution and Elementary Limit Theorems, ISBN 978-2828-82-3. Ibadan External Studies Programme Series, University of Ibadan, Ibadan. 216 pp. (Nigeria) 100%

[2] Ekhaguere,G.O.S. and Ugbebor, O.O. (Editors):(1999). Directions in Mathematics,Proceedings of an International Conference organised in honour of Professor H. O. Tejumola, held in Ibadan. 10-11 July, 1997. ISBN 978-34532-6-2. Associated Book Makers Nig. Ltd., Ibadan. 360 pp.(Nigeria) 50%

[3] Egbe, E., Odili, G. A. and Ugbebor, O.O.(1999). Further Mathematics. ISBN 987-175-341-2. Africana–Fep Publishers Ltd. Nigeria. 574 pp. (Printed in Singapore) 30%

[4] Ugbebor, O.O. and Akinwande, N.I.(2000). Analytical Geometry and Mechanics, University Mathematics Series (1) ISBN 978-34532-8-6, 109 pp. (Nigeria) 70%

[5] Ugbebor, O.O. and Osilagun, J.A.(2001). Fundamentals of Abstract Algebra, ISBN 978-8024-02-5. Rasmed Publications Limited, Ibadan. 212pp. (Nigeria) 70%

[6] Ugbebor, O.O. and Bassey,U.N.(2003). Mathematics Series (3) ISBN 978-2659-17-7, 257pp. Y-Books (A division of Associated Book-Makers, Ibadan, Nigeria Limited. 256pp. (Nigeria) 70%

(b) Chapters in Books Already Published: NIL

(c) Articles that have already appeared in Refereed Proceedings

[7] Ugbebor, O.O. (1978). From the Transfer of Technology to Industrial Cooperation: How to meet the expectations of the receiving country. Proceedings of theVth International Conference of Women Engineers and Scientistsheld in Rouen, France. C253 – C261. (France) 100%

[8] Okoroafor, A.C. and Ugbebor, O.O (1991). Lower Asymptotic Behaviour of the sojourn time for a stable process. Proceedings of the Conference on Contemporary Stochastic Analysisheld in Ibadan, Nigeria, October 9-13, 1989, pp. 109-126. World Scientific Publishing Co. Pte. Ltd.: Singapore. Mathematical Reviews MR 94e: 60066. (Singapore) 70%

[9] Okoroafor, A.C. and Ugbebor O.O. (1991). Upper Rates of Escape for Stable Processes.Proceedings of the Conference on Contemporary Stochastic Analysis held in Ibadan, Nigeria, October 9-13, 1989, pp. 127-147. World Scientific Publishing Co. Pte. Ltd.: Singapore.Mathematical Reviews MR 94e: 60067. (Singapore) 70%

[10] Ugbebor, O.O.(1993). Women as Mathematicians in Perspectives in Proceedings of a conference of Women in Science and Technology in Nigeria, pp. 19-24. (Nigeria) 100%

[11] Ugbebor, O.O.(2000). Mathematics – The Language of the New Millennium, Implication for Women Education – a lead paper in the Proceedings of Sept. 2000 Annual Conference of the Mathematical Association of Nigeria (MAN), 2000. ISBN: 97-35224-646, pp. 104-108. (Nigeria) 100%

[12] Ugbebor, O.O.(2001). ‘Mathematics Research Areas in Central and West Africa. Proceedings of the International Workshop on Mathematics for Development in Africa, South of Sahara (Editors: Yadon M. Kohi et. al.) pp. 46-55. (Italy) 100%

[13] Ugbebor, O.O.and Jokotola, R.A. (2006). ‘A Random Walk Model of Nigerian Naira–US Dollar Exchange Rates’ Proceeding of the International Conference on New Trends in the Mathematical & Computer Sciences with Applications to Real World Problems. NTMCS 2006 pp. 267-633 19-23 June, 2006. International Centre for Mathematical and Computer Science (ICMCS), Lagos, Nigeria). (Nigeria) 70%

(d) Patents: Nil

(e) Articles that have already appeared in learned journals:

[14] Ugbebor, O.O.(1980). Uniform Variation Results for Brownian motion,ZeitschriftfürWahrscheinlichkeitstheorie und verwandteGebiete, 51, 39-48, Mathematical Reviews MR: 81b:60081. (Germany) 100%

[15] Ugbebor, O.O.(1980). Ergodic Properties of Brownian motion. Proceedings of the Edinburgh Mathematical Society 23, 331-340, Mathematical Reviews MR: 82i:60134. (United Kingdom) 100%

[16] Onah, E.S. and Ugbebor, O.O.(1998). Multi-dimensional Investment Model: A Stochastic Approach: Journal of Science Research, University of Ibadan, Volume 4[1], pp. 11-14. ISSN 1117 9333. (Nigeria) 70%

[17] Onah, E.S. and Ugbebor, O.O.(1998). Verification of a Stochastic Economic Model:Journal of Science Research, University of Ibadan, Volume 4[1], pp. 3-9. ISSN 1117 9333. (Nigeria). 70%

[18] Onah, E.S. and Ugbebor, O.O.(1999). Solution of a Two-dimensional Stochastic Investment Problem. Applied Mathematics and Computation 98, 75-82. ELSEVIER SCIENCE B.V. Mathematical Reviews MR 99j: 90015.(Holland) 70%

[19] Ugbebor, O.O., Onah, E. S. and Ojowu, O. (2001). An Empirical Stochastic Model of Stock Price Changes. Journal of the Nigerian Mathematical Society Vol. 20 pp. 95-101, Mathematical Reviews MR 2055203.(Nigeria) 70%

[20] Ugbebor, O.O.and Olubusoye, O.E. (2002). Testing the Purchasing Power Parity Hypothesis for the Nigerian Foreign Exchange Market. Nigerian Journal of Economic and Social Studies (Special Econometrics Edition), Vol. 44, No.2 pp. 173-186. (Nigeria) 50%

[21] Osilagun, J. A. and Ugbebor, O.O.(2003). On the Application of Zadeh’s Extension Principle for Fuzzy Sets’. Journal of Science and Technology Research, Vol.2 No.3, pp. 37-39. International Research and Development Institute, Nigeria. ISSN 1596-9649. (Nigeria) 50%

[22] Osilagun, J. A. and Ugbebor, O.O.(2004). ‘On the Arithmetic Operations of Fuzzy Numbers’. Journal of Science Engineering and Technology Nigeria,Vol. 11 No. 3; pp. 5742-5752. (Nigeria) 50%

[23] Ugbebor, O.O.and Olubusoye, O. E. (2005). ‘On Unit Roots and Autoregressive Representation of Naira–US Dollar Exchange Rate’. Publications of the ICMCS: Vol. 2, pp.129-134. (Nigeria) 50%

[24] Ugbebor, O.O. and Ganiyu, A.A. (2007). ‘Martingales Associated with Random Walk for Foreign Exchange Determination’. Journal of the Nigerian Mathematical Society, Vol. 26 pp. 19-31. (Nigeria) 80%

[25] Ugbebor, O.O. and Aiyelo,P.O.K.(2009).

Mathematical model of ecological disturbances in the oil rich Niger Delta region of Nigeria.African Journal of Mathematics and Computer Science Research, Vol. 2(2), pp. 014-024.http://ww.academicjournals.org/AJMCSR, (Ghana) 70%

[26] Ugbebor, O.O and Nwonye, C. (2012). Discrete-event Simulation Modeling of Patient Flow in Healthcare systems. International Journal of Advancement in Physical Sciences, Vol. 4, No. 1, pp. 69-86. ISSN 2276-6146 (Ghana) 70%

[27] Ugbebor O.O., Ganiyu, A.A. and Fakunle, I. (2012). Optional Stopping Theorem as An Indispensable tool in the Determination of Ruin Probability and Expected Duration of a Game.Journal of the Nigerian Association of Mathematical Physics, Vol. 21 (July, 2012), pp. 85-94. (Nigeria) 30%

[28] Ugbebor, O.O.and Nwonye, C. (2012). Modeling and Analysis of the Queue Dynamics in the Nigerian Voting System. The Open Operational Research Journal, 2012. Volume 6, pp. 9-22. (Online) USA 70%

(f) Books, Chapters in Books and Articles already accepted for Publication:

[29] Ugbebor, O.O.(In press). The Analysis of Networks in Manufacturing Systems, Journal of the Nigerian Mathematical Society. Vol. 32, 2013. (Nigeria) 100%

(g) Technical Report and/or Monographs: Nil

 

MAJOR CONFERENCES ATTENDED WITH PAPERS READ

[1] Ugbebor, Olabisi O.

‘From the transfer of Technology to Industrial Cooperation: How to meet the expectations of the receiving country.’ A paper presented at the Vth International Conference of Women Engineers and Scientists held in Rouen, France in 1978.

[2] Ugbebor, Olabisi O.

Visiting Scientist, Laboratoire de Calcul des Probabilités, University of Paris VI, Paris, France February 1-May, 1981.

[2] Ugbebor, Olabisi O.

Visiting Fellow, Laboratoire de Calcul des Probabilités, University of Paris VI, Paris, France October 1-December 31, 1981.

[3] UgbeborOlabisi O:

Visiting Fellow, Department of Mathematics, Yale University, New Haven, Connecticut 06520 USA August 1981.

[4] UgbeborOlabisi O.

French Government Fellowship Awardee; Laboraotire de Calcul des Probabilitiés, University of Paris VI, Paris, France from October 1 to December 31, 1988

[5] UgbeborOlabisi O. and Okoroafor A.C.

Lower Asymptotic Behaviour of the sojourn time for a stable process.

Proceedings of the Conference on Contemporary Stochastic Analysis held in Ibadan, Nigeria, October 9-13, 1989, pp. 109-126 Publishers: World Scientific Publishing Co. Pte. Ltd. Singapore. (1991).

[6] UgbeborOlabisi O and Okoroafor A.C.

Upper Rates of Escape for Stable Processes. Proceedings of the Conference on Contemporary Stochastic Analysis held in Ibadan, Nigeria, October 9-13, 1989, pp. 127-147 Publishers: World Scientific Publishing Co. Pte. Ltd. Singapore. (1991)

[7] Ugbebor, Olabisi O.

Application of Fractals in the theory of probability and stochastic processes: A paper presented at the 21st Conference on Stochastic Processes and their Applications, held in YorkUniversity, Toronto, Canada June 14-19, 1992.

[8] UgbeborOlabisi O.

Invited Participant, African Leadership Forum, on ‘Women and Society’ held at Farm House, Dialogue 28 Obasanjo Farms in Ota, Ogun State, from 3 – 8 December, 1993.

[9] O.O. Ugbebor: Women Mathematicians in Perspectives on Women in Science and Technologyin Nigeria 1994.

[10] O.O. Ugbebor: Application of Stochastic Processes in Economics. A paper presented at a Symposium organized by the African Mathematical Union on Current Research Trendsin Mathematics, Computer Science and Mathematical Physics held at the University of Ibadan, Ibadan, Nigeria, January,7-12, 1994.

[11] E. S. Onah, O. OlabisiUgbebor

Multi-dimensional investment model; A stochastic approach.’ International Conference Organised in Honour of Professor H. O. Tejumola, University of Ibadan, 10-11 July, 1997

[12] ‘Directions in Mathematics’ edited by G.O.S. Ekhaguere and O. O. Ugbebor was launched at the Nigeria Mathematical Society (NMS) Conference, ‘Abeokuta 1999’ held from Sept. 27 to 29, 1999.

[13] UgbeborOlabisi O :

‘Proposer, Course Writer, Supervisor and Lecturer’ at the Foundation Postgraduate Course in Probability Theory and Its Applications organized by the National Mathematical Center, Abuja, 2000

[14] UgbeborOlabisi O:

Rapporteur – First National Mathematical Sciences Summit and Annual Lecture organized by National Mathematical Centre Abuja, July 26-27, 2000.

[15] UgbeborOlabisi O.

Mathematics – The Language of the New Millennium Implication for Women Education – ALead Paper delivered at EKO 2000, at the 37th Mathematical Association of Nigeria Conference, held in Lagos, Nigeria from 28th August – 2nd September, 2000

[16] UgbeborOlabisi O. Onah, E. S. and Ojowu, O.:

‘An Empirical Stochastic Model of Stock Price Changes’. Paper presented/delivered at the Annual National Conference of Nigerian Mathematical Society held in Zaria, 10-13 April, 2001.

[17] Olabisi O. Ugbebor:

Course Lecturer, (ROC-PSP) Research Oriented Course in Probability and Stochastic Processes, organized by the National Mathematical Centre, Abuja, November 11-23, 2001.

[18] UgbeborOlabisi O:

Invited Speaker, International Workshop on Mathematics for Development in Africa, South of the Sahara, jointly organized by the International Science Programme, Uppsala University, Sweden; Abdus Salaam International Centre for Theoretical Physics, Trieste, Italy; Third World Academy of Science et al. held at Arusha, The United Republic of Tanzania, 19-21 November, 2001.

[19] UgbeborOlabisi O

Invited Speaker, Second Oyo State National Conference of the Mathematical Association of Nigeria (MAN), Oyo State Wing held at Loyola College, Ibadan , from 11 – 15 March, 2002.

[20] UgbeborOlabisi O:

Appointment as External Examiner, Department of Industrial Mathematics/Statistics in the Faculty of Applied Natural Sciences Ebonyi State University for the 2001/2002. Session.

[21] UgbeborOlabisi O:

Appointed External Examiner for Higher Degree Examination in the Federal University of Technology Minna in the Department of Mathematics & Computer Science, 2003/2004 Session.

[22] UgbeborOlabisi O:

Awarded the University of Ibadan Postgraduate School Conference Grant for Postgraduate teachers in 2004 to attend the International Conference of ICMCS in Lagos.

[23] UgbeborOlabisi O:

‘A Mathematical Model of the Foreign Exchange Market for the Determination, of Convergence and (of the naira) eventual Convertibility vis-à-vis the dollar’. Paper delivered at the International Conference on Some Contemporary Application of the Mathematical and Computer Sciences to Development Problem ICMCS, Lagos 8 – 11 February, 2004.

[24] UgbeborOlabisi O & O. Olabusoye.

Testing the Purchasing Power Parity Hypothesis for the Nigerian Foreign Exchange Market. Paper delivered at the African Econometrics Conference in Cape Town, South Africa, held June 30- July, 4, 2004.

[25] UgbeborOlabisi O. O.

Awarded the University of Ibadan Postgraduate School Overseas Conference Grant for Postgraduate teachers to attend the London Mathematical Society Conference in 2005, Isigned the register as Reciprocity Member(effectives Sept. 2005) in London Mathematical Society.

[26] UgbeborOlabisi O and Rufus A. Jokotola.

‘A Random Walk Model of Nigerian Naira – US Dollar Exchange Rates’ Paper delivered at the ICMCS International Conference held at CovenantUniversity, Ota, Nigeria 19 – 23 June, 2006.

[27] UgbeborOlabisi O. and Akeem A. Ganiyu.

‘Martingales associated with Random walk for foreign exchange determination. A paper presented at the 26th Annual Conference of the Nigerian Mathematical Society (NMS) held at the Federal University of Technology, Akure from Tuesday May 15th to Saturday May 19th, 2007.

[28] UgbeborOlabisi O.

Resource Person and Team Leader 2007 Open Learning Initiative Faculty Workshops at Carnegie-Mellon University Pittsburgh, Pennsylvania, USA from June 19 to 21, 2007.

[29] O.O Ugbebor and P.O.K. Aiyelo:

Mathematical model of ecological disturbances in the oil rich Niger Delta region of Nigeria.

A paper presented at the 27th Annual Conference of the Nigerian Mathematical Society held at the University of Port-Harcourt, Port-Harcourt 27th– 30th May, 2008.

[30] UgbeborOlabisi O:

Team Leader at the 16th International Mathematics Competition Budapest, Hungary 25 July – 30 July 2009.

[31] UgbeborOlabisi O.

‘Raising The Standard of Performance at all Levels of Mathematics - a Must for Scientific and Technological Development’, A lead paper presented at the 46thConference of the Mathematical Association of Nigeria (MAN) held at the University of Ibadan from 30th August to 4th September, 2009.

[32] O.O. Ugbebor: ‘Difficulties Encountered in Objective Testing for Mathematics at the

Postgraduate Level (2010)’. A paper presented at Agbelekawe2010, an International Conference organized by the Distance Learning Centre, University of Ibadan.

[33] O.O. Ugbebor: ‘The Analysis Of Networks In Manufacturing Systems’. A paper presented at theNational Mathematical Society Conference (2011).

[34] O.O. Ugbebor: ‘Strategies For Eradicating Campus Cultism From The Angle Of Parents And Social Values (2012)’ A paper presented at the third national workshop on eradication of campus cultism in collaboration with the Federal Ministry of Education held in Abuja, Nigeria from Monday 7th May to Tuesday 8th May 2012.

[35] O.O. Ugbebor (2013): “Transfer of Financial Assets via Markov Chains Model”. A paper presented at the Centre for Economic and Allied Research (CEAR) Workshop on Thursday, November 28, 2013.

 

 

  1. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2015): ‘Analytical Solutions of the Black-Scholes Model for European Option Valuation Via a Projected Differential Transformation Method’. ENTROPY 17(11) 7510-7521 (2015). ISSN 1099-4300. www.mdpi.com/journal/entropySWITZERLAND.doi.10.3390/e17117510. Indexed in Thomson Reuters/Scopus.

  2. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2016): ‘ A Note on Black- Scholes Model for Theoretical Values of Stock Options, 2015 Progress in Applied Mathematics in Science and Engineering (PIAMSE). AIP Conference Proceedings 1705, 020040 (2016); doi. 10. 1063/1.4940288, Bali, Indonesia. Indexed in Thomson Reuters/Scopus.

  3. Edeki, S. O., Owoloko, E. A. and Ugbebor, O. O. (2016): “The Modified Black-Scholes Models via Constant Elasticity of Variance for Stock Options Valuation’. 2015 Progress in Applied Mathematics in Science and Engineering (PIAMSE). AIP Conference Proceedings, 1705, 020041 (2016); doi.10.1063/1.4940289. Bali, Indonesia. . Indexed in Thomson Reuters/Scopus.

  4. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2016): On a Dividend-paying Stock Options Pricing Model (SOPM) Using Constant Elasticity of Variance Stochastic Dynamics, International Journal of Pure and Applied Mathematics, 106 (4) 1029-1036, BULGARIA.

  5. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2016): He’s Polynomials for Analytical Solutions of the Black-Scholes Pricing Model for Stock Option Valuation. Proceedings of the World Congress on Engineering, UK, London (WCE 2016): 632-634. Indexed in Thomson Reuters/Scopus.

  6. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2016): On a Dividend-paying Stock Options Pricing Model (SOPM) Using Constant Elasticity of Variance Stochastic Dynamics, International Journal of Pure and Applied Mathematics, 106 (4) 1029-1036, BULGARIA. Indexed in Scorpus.

  7. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2017): On a Nonlinear Transaction-Cost Model for Stock Prices in an Illiquid Market driven by a Relaxed Black-Scholes Model Assumptions. Malaysian Journal of Mathematical Sciences, 11(1), 83-96. Indexed in Scorpus.

  8. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2017): Analytical Solutions of Time-fractional Black-Scholes Option Pricing Model within the Framework of No-dividend Paying Equity. International Journal of Applied Mathematics (Accepted 2017). Indexed in Scorpus.

  9. Edeki, S. O., Ugbebor, O. O. and Owoloko, E. A. (2017): Analytical Solutions of a Time-fractional Nonlinear Transaction-cost Model for Stock Option Valuation in an Illiquid Market Setting driven by a relaxed Black-Scholes Model Assumption. Taylor and Francis (TF), (Accepted 2017). Indexed in Thomson Reuters.

  10. Edeki, S. O. and Ugbebor, O. O. (2017): On a Generalized Squared Gaussian Diffusion Model for Option Valuation. Mat. Math. J., (Accepted 2017). Indexed in Thomson Reuters/Scopus.