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Browsing by Author Larguinho, Manuela

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Issue DateTitleAuthor(s)
2013Absolute diffusion process: sensitivity measuresLarguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.
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.
10-Jan-2022Pricing and hedging bond options and sinking-fund bonds under the CIR 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.
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