| |
| 2008 | ||
|---|---|---|
| 6 | EE | Paresh Date, Luka Jalen, Rogemar S. Mamon: A new algorithm for latent state estimation in non-linear time series models. Applied Mathematics and Computation 203(1): 224-232 (2008) |
| 5 | EE | Rogemar S. Mamon, Christina Erlwein, R. Bhushan Gopaluni: Adaptive signal processing of asset price dynamics with predictability analysis. Inf. Sci. 178(1): 203-219 (2008) |
| 4 | EE | Paresh Date, Rogemar S. Mamon, Luka Jalen: A new moment matching algorithm for sampling from partially specified symmetric distributions. Oper. Res. Lett. 36(6): 669-672 (2008) |
| 2006 | ||
| 3 | EE | Marianito R. Rodrigo, Rogemar S. Mamon: An alternative approach to solving the Black-Scholes equation with time-varying parameters. Appl. Math. Lett. 19(4): 398-402 (2006) |
| 2005 | ||
| 2 | EE | Rogemar S. Mamon, Marianito R. Rodrigo: Explicit solutions to European options in a regime-switching economy. Oper. Res. Lett. 33(6): 581-586 (2005) |
| 2004 | ||
| 1 | EE | Rogemar S. Mamon: Three ways to solve for bond prices in the Vasicek model. JAMDS 8(1): 1-14 (2004) |
| 1 | Paresh Date | [4] [6] |
| 2 | Christina Erlwein | [5] |
| 3 | R. Bhushan Gopaluni | [5] |
| 4 | Luka Jalen | [4] [6] |
| 5 | Marianito R. Rodrigo | [2] [3] |