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Browsing by Author Dias, José Carlos
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | | 2013 | Absolute diffusion process: sensitivity measures | Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A. |
| 2013 | A note on (dis)investment options and perpetuities under CIR interest rates | Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A. |
| 2013 | On the computation of option prices and Greeks under the CEV model | Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A. |
| 10-Jan-2022 | Pricing and hedging bond options and sinking-fund bonds under the CIR model | Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A. |
| 2014 | Valuation of bond options under the CIR model: some computational remarks | Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A. |
Showing results 1 to 5 of 5
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