Philip Ngare
Identifiers
- name variant Philip Ngare 0.60 · backfill
Papers (3)
- Regime-Switching Temperature Dynamics Model for Weather Derivatives q-fin.MF · 2018 · author #2
- Expansion formulas for European quanto options in a local volatility FX-LIBOR model q-fin.PR · 2018 · author #2
- 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
- Antonis Papapantoleon 1 shared papers
- Dennis Ikpe 1 shared papers
- Gunther Leobacher 1 shared papers
- Julien Hok 1 shared papers
- Samuel Asante Gyamerah 1 shared papers