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~person:"Nunes, Joaõ Pedro Vidal"
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Nunes, Joaõ Pedro Vidal
Dias, José Carlos
6
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4
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4
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3
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Journal of banking & finance
2
European journal of operational research : EJOR
1
Review of derivatives research
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ECONIS (ZBW)
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Finite maturity caps and floors on continuous flows under the constant elasticity of variance process
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Silva, …
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 361-385
Persistent link: https://www.econbiz.de/10014574043
Saved in:
2
A note on options and bubbles under the
CEV
model
: implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
3
Pricing and static hedging of American-style knock-in options on defaultable stocks
Nunes, Joaõ Pedro Vidal
;
Ruas, João Pedro
;
Dias, …
- In:
Journal of banking & finance
58
(
2015
),
pp. 343-360
Persistent link: https://www.econbiz.de/10011544015
Saved in:
4
Pricing and static hedging of American-style options under the jump to default extended
CEV
model
Ruas, João Pedro
;
Dias, José Carlos
;
Nunes, Joaõ …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
Saved in:
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