Concepedia

Rogemar Mamon

RM

35

Publications

1K

Citations

20

H-Index

2002

Active since

Affiliations

Western University(Current)

Brunel University of London

University of the Philippines Visayas

Instituto Tecnológico Autónomo de México

Rogemar Mamon is an author at Western University specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingEconomicsEngineeringStatisticsOption PricingManagementFinancial EngineeringInsurance

Publications per year

2002–2023

35

Publications

35

Three ways to solve for bond prices in the Vasicek model

Rogemar Mamon · Journal of Applied Mathematics and Decision Sciences · 2004 · 71 citations · Full text

Vasicek Model, Option Pricing, Bond Prices +8

HMM filtering and parameter estimation of an electricity spot price model

Christina Erlwein, Fred Espen Benth, Rogemar Mamon · Energy Economics · 2010 · 63 citations

State Estimation, Parameter Identification, Hmm Filtering +10

Explicit solutions to European options in a regime-switching economy

Rogemar Mamon, Marianito R. Rodrigo · Operations Research Letters · 2005 · 61 citations

Economics, Option Pricing, Macroeconomics +6

An alternative approach to solving the Black–Scholes equation with time-varying parameters

Marianito R. Rodrigo, Rogemar Mamon · Applied Mathematics Letters · 2005 · 52 citations

Numerical Analysis, Time-varying Parameters, Black–scholes Equation +3

Renewable energy and economic growth: A Markov-switching approach

Yiyang Chen, Rogemar Mamon, Fabio Spagnolo et al. · Energy · 2022 · 51 citations

Economics, Engineering, Sustainable Energy +7

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