13 citations · 56 across the 10 of their papers we have counts for
Showing 2023Show all
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math.NA2023★ 2 cited
Enhanced Fractional Fourier Transform (FRFT) scheme based on closed Newton-Cotes rules
A. H. Nzokem
The paper improves the accuracy of the one-dimensional fractional Fourier transform (FRFT) by leveraging closed Newton-Cotes quadrature rules. Using the weights derived from the Co…
q-fin.ST2023★ 13 cited
Bitcoin versus S&P 500 Index: Return and Risk Analysis
A. H. Nzokem
The S&P 500 index is considered the most popular trading instrument in financial markets. With the rise of cryptocurrencies over the past years, Bitcoin has also grown in popularit…
q-fin.PR2023★ 3 cited
European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis
A. H. Nzokem
The paper investigates the performance of the European option price when the log asset price follows a rich class of Generalized Tempered Stable (GTS) distribution. The GTS distrib…