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Cynthia Ikamari
Cynthia Ikamari
Multimedia University of Kenya
Verified email at mmu.ac.ke
Title
Cited by
Cited by
Year
Multi-asset option pricing using an information-based model
C Ikamari, P Ngare, P Weke
Scientific African 10, e00564, 2020
52020
Volatility extraction in information based asset pricing framework via non-linear filtering
C Ikamari
International Mathematics Conference (SIMC 2019), 2019
12019
Information-based Asset Pricing Of Options Using Stochastic Volatility Models
CA Ikamari
University of Nairobi, 2021
2021
Information-based stochastic volatility model using the extended Kalman filter
C Ikamari, PNP Weke
2020
Discretizing the Information Based Asset Price Dynamics
C Ikamari, P Ngare, P Weke
Journal of Finance and Economics 7 (2), 68-74, 2019
2019
Pricing unit-linked insurance contracts using estimated volatility
C Ikamari, CN Mutai
Research Journal of Finance and Accounting, 2016
2016
The State-Space Model for the Double Heston Model written on two underlying assets
C Ikamari
matrix 2, 2, 0
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Articles 1–7