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Philip Ngare

Identifiers

  • name variant Philip Ngare 0.60 · backfill

Papers (3)

  1. Regime-Switching Temperature Dynamics Model for Weather Derivatives q-fin.MF · 2018 · author #2
  2. Expansion formulas for European quanto options in a local volatility FX-LIBOR model q-fin.PR · 2018 · author #2
  3. Utility indifference pricing of derivatives written on industrial loss indexes q-fin.PR · 2014 · author #2

Mentions

  • 1404.0879 #2 · backfill · confidence 0.70 Philip Ngare

Frequent Coauthors