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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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Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien; Ngare, Philip; Papapantoleon, Antonis - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-43
Persistent link: https://www.econbiz.de/10011854564