Rogemar Mamon

Rogemar Mamon

Western University Canada - London / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 813115
University of Western Ontario
person_outline Rogemar Mamon's MOST POPULAR ARTICLES
1-) Hidden Markov Models in FinanceRS Mamon, RJ ElliottSpringer, 20072242007
2-) Three ways to solve for bond prices in the Vasicek modelRS MamonAdvances in Decision Sciences 8 (1), 1-14, 20041132004
3-) HMM filtering and parameter estimation of an electricity spot price modelC Erlwein, FE Benth, R MamonEnergy Economics 32 (5), 1034-1043, 2010852010
4-) Explicit solutions to European options in a regime-switching economyRS Mamon, MR RodrigoOperations Research Letters 33 (6), 581-586, 2005882005
5-) An alternative approach to solving the Black–Scholes equation with time-varying parametersMR Rodrigo, RS MamonApplied Mathematics Letters 19 (4), 398-402, 2006752006