Rogemar Mamon
Author
Alternate names Rogemar Mamon, R. Mamon, Rogemar S. Mamon, R. S. Mamon
Institutions Western University, University of the Philippines Visayas
Past institutions University of the Philippines Visayas, Western University, Statistical Service, TD Bank Group, Brunel University of London +3 more
ORCID: Yes
H-index: 21
I10-index: 36
Works count: 98
Citations count: 1,315
Hidden Markov Models in Finance
2007 · Rogemar Mamon, Robert J. Elliott · Springer eBooks
Three ways to solve for bond prices in the Vasicek model
2004 · Rogemar Mamon · Journal of Applied Mathematics and Decision Sciences
HMM filtering and parameter estimation of an electricity spot price model
2010 · Christina Erlwein, Fred Espen Benth, et al. · Energy Economics