| Heuristic crossover for portfolio selection AS Gyamerah | 28 | 2014 |
| A multigene genetic programming model for thyroid disorder detection J Ackora-Prah, FN Oheneba-Osei, PS Andam, D Gyamfi, SA Gyamerah Applied Mathematical Sciences, 2015 | 6 | 2015 |
| Pattern search for portfolio selection J Ackora-Prah, SA Gyamerah, PS Andam, D Gyamfi Applied Mathematical Sciences, 2014 | 6 | 2014 |
| Revised mathematical morphological concepts J Ackora-Prah, YE Ayekple, RK Acquah, PS Andam, EA Sakyi, D Gyamfi Advances in Pure Mathematics 5 (4), 155-161, 2015 | 5 | 2015 |
| Large deviations, asymptotic equipartition property for super-critical SINR random networks E Sakyi-Yeboah, PS Andam, L Asiedu, K Doku-Amponsah Journal of Information and Optimization Sciences 42 (7), 1665-1683, 2021 | 2 | 2021 |
| A Genetic Algorithm for Option Pricing: The American Put Option J Ackora-Prah, SK Amponsah, PS Andam, SA Gyamerah Applied Mathematical Sciences, 2014 | 2 | 2014 |
| Large deviations and information theory for sub-critical signal-to-interference-plus-noise ratio random network models E Sakyi-Yeboah, PS Andam, L Asiedu, K Doku-Amponsah Journal of Information and Optimization Sciences 42 (8), 1967-1985, 2021 | 1 | 2021 |
| On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach PA Boiquaye Advances in Data Science and Adaptive Analysis 12 (03n04), 2050010, 2020 | 1 | 2020 |
| A Genetic Algorithm to Price an European Put Option Using the Geometric Mean Reverting Model J Ackora-Prah, PS Andam, SA Gyamerah, D Gyamfi Applied Mathematical Sciences, 2014 | 1 | 2014 |
| Derivation of European Option Pricing Formula when the Asset is Geometric Mean Reverting DD Atiase, PA Boiquaye, K Doku-Amponsah Science and Development Journal 5 (1), 1-24, 2021 | | 2021 |
| Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation PS Andam, J Ackora-Prah, S Mataramvura Applied Mathematics 8 (7), 987-1000, 2017 | | 2017 |
| Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms PS Andam, J Ackora-Prah, S Mataramvura Journal of Mathematical Finance 7 (3), 633-656, 2017 | | 2017 |
| A Genetic Algorithm for option pricing AP Saah | | 2014 |
Samuel Asante GyamerahKwame Nkrumah University of Science and TechnologyZweryfikowany adres z knust.edu.gh
