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Browsing by Author Dias, José Carlos

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Issue DateTitleAuthor(s)
2013A note on (dis)investment options and perpetuities under CIR interest ratesLarguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.
2013On the computation of option prices and Greeks under the CEV modelLarguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.
2014Valuation of bond options under the CIR model: some computational remarksLarguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.
Showing results 2 to 4 of 4

 

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