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Search: person:"Mawonike, Romeo"
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Mawonike, Romeo
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International journal of bonds and derivatives
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International journal of financial engineering
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State-space of the Vasicek model for long-term bonds with Kalman filter
Mawonike, Romeo
;
Ikpe, Dennis
;
Gyamerah, Samuel Asante
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014304258
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2
Modelling the dynamics of long-term bonds with Kalman filter
Mawonike, Romeo
;
Ikpe, Dennis
;
Gyamerah, Samuel Asante
- In:
International journal of bonds and derivatives
4
(
2021
)
3
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012612669
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