Philip Ngare

Available identifiers

Publication	Date of Publication	Type
Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails	2024-09-17	Paper
Stochastic optimal control and simulations with application to the cashew nut sector in Senegal	2022-05-31	Paper
Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model	2022-04-21	Paper
The log-asset dynamic with Euler-Maruyama scheme under Wishart processes	2022-01-19	Paper
European option pricing under Wishart processes	2021-11-08	Paper
A multicurve cross-currency LIBOR market model	2019-11-19	Paper
LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION	2019-08-15	Paper
Regime-switching temperature dynamics model for weather derivatives	2019-03-26	Paper
A Poisson-gamma model for zero inflated rainfall data	2018-08-14	Paper
EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL	2018-04-11	Paper
Utility indifference pricing of derivatives written on industrial loss indices	2016-02-29	Paper
https://portal.mardi4nfdi.de/entity/Q4918944	2013-05-07	Paper
On Modelling and Pricing Rainfall Derivatives with Seasonality	2011-06-03	Paper

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