This paper investigates the optimal investment strategies for a defined contribution pension fund with return clauses of premiums with interest under the mean-variance criterion. Using the actuarial symbol, we formalize the problem as a continuous time mean-variance stochastic optimal control....

This paper studied the stochastic analysis of stock market expected returns for investors. The detailed conditions for obtaining the drifts, volatilities and variances of four different stocks were considered. We compared the variances of four different stocks using our criteria for selection...

This work is aim at analyzing Nigerian Naira exchange rate against American Dollar, British Pounds, and the Euro currency. Monthly average exchange rates from May 2015 to April 2020 were used for the study. Augmented Dickey-Fuller was used to determine the presence of mean reversion in the data....

This paper investigated the co-movement between the bitcoin (BTC) and the exchange rates of some African currencies to the USD (United States Dollars) using the continuous wavelet transform (CWT) and wavelet coherence (WTC). This was done for the noisy as well as the denoised series. The CWT for...