The following pages link to Philip Ngare (Q250446):
Displaying 12 items.
- A Poisson-gamma model for zero inflated rainfall data (Q1658191) (← links)
- Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
- The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
- Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model (Q2127833) (← links)
- Stochastic optimal control and simulations with application to the cashew nut sector in Senegal (Q2143541) (← links)
- European option pricing under Wishart processes (Q2240201) (← links)
- A multicurve cross-currency LIBOR market model (Q2337026) (← links)
- On Modelling and Pricing Rainfall Derivatives with Seasonality (Q3004476) (← links)
- EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL (Q4634643) (← links)
- (Q4918944) (← links)
- LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION (Q5229445) (← links)
- Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)
