//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of mathematical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On modelling and pricing rainf...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
4
Stochastischer Prozess
4
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Control theory
2
Currency derivative
2
Futures and Spot Prices
2
Kontrolltheorie
2
Option trading
2
Optionsgeschäft
2
Stochastic Optimal Control
2
Time series analysis
2
Volatility
2
Volatilität
2
Währungsderivat
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
ARCH Effects
1
ARMA-GARCH Models
1
American Put Option
1
Ausschüttungspolitik
1
Bayes-Statistik
1
Bayesian Updating
1
Bayesian inference
1
Cap or Floor Pricing
1
Co-Integration
1
Cointegration
1
Commodity derivative
1
Correlation
1
Credit Scoring
1
Credit rating
1
Cross Currency
1
Dividend
1
Dividend Policy
1
Dividende
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Ngare, Philip
9
Weke, Patrick
3
Aduda, Jane
2
Mtunya, Adeline Peter
2
Nkansah-Gyekye, Yaw
2
Bidima, Martin Le Doux Mbele
1
Gyamerah, Samuel Asante
1
Katende, Ronald
1
Mungatu, Joseph
1
Mwaniki, Joseph
1
Mwelu, Susan
1
Nabirye, Topilista
1
Seck, Diaraf
1
Sewe, Stanley
1
Wamwea, Charity
1
more ...
less ...
Published in...
All
Journal of mathematical finance
International journal of theoretical and applied finance
2
KBA Centre for Research on Financial Markets and Policy Working Paper Series
2
KBA Centre for Research on Financial Markets and Policy working paper series
2
Mathematical methods of operations research
2
Applied Mathematical Finance
1
Applied mathematical finance
1
Computational Statistics
1
DBA Africa management review
1
Finance and stochastics
1
International Journal of Financial Studies
1
International Journal of Financial Studies : open access journal
1
International journal of financial engineering
1
Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
1
Mathematical Methods of Operations Research
1
Papers / arXiv.org
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial time series modelling of trends and patterns in the energy markets
Aduda, Jane
;
Weke, Patrick
;
Ngare, Philip
;
Mwaniki, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 324-337
Persistent link: https://www.econbiz.de/10011544523
Saved in:
2
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
3
On the location of a free boundary for American options
Katende, Ronald
;
Seck, Diaraf
;
Ngare, Philip
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 930-943
Persistent link: https://www.econbiz.de/10011658116
Saved in:
4
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
Saved in:
5
Regime-switching model on hourly electricity spot price dynamics
Gyamerah, Samuel Asante
;
Ngare, Philip
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 102-110
Persistent link: https://www.econbiz.de/10011846143
Saved in:
6
Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
Saved in:
7
A co-integration analysis of the interdependencies between crude oil and distillate fuel prices
Aduda, Jane
;
Weke, Patrick
;
Ngare, Philip
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 478-496
Persistent link: https://www.econbiz.de/10011875349
Saved in:
8
Credit scoring with ego-network data
Sewe, Stanley
;
Ngare, Philip
;
Weke, Patrick
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 522-534
Persistent link: https://www.econbiz.de/10012210386
Saved in:
9
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity
;
Ngare, Philip
;
Bidima, Martin Le Doux Mbele
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->