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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
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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
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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
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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
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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
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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
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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
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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