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Analysis of the consumers' switching behavior for digital set top boxes in Kenya

Wanyonyi, Edwin; Wandia, Mary; Ngare, Philip - In: DBA Africa management review 6 (2016) 3, pp. 42-57

Persistent link: https://www.econbiz.de/10012251222

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

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

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

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

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

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

Pricing basket weather derivatives on rainfall and temperature processes

Dzupire, Nelson Christopher; Ngare, Philip; Odongo, Leo - In: International Journal of Financial Studies : open … 7 (2019) 3/35, pp. 1-14

This paper follows an incomplete market pricing approach to analyze the evaluation of weather derivatives and the viability of a weather derivatives market in terms of hedging. A utility indifference method is developed for the specification of indifference prices for the seller and buyer of a...

Persistent link: https://www.econbiz.de/10012039713

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

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