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~person:"Nunes, Joaõ Pedro Vidal"
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Nunes, Joaõ Pedro Vidal
Broll, Udo
170
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88
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1
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
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
The performance of deterministic and stochastic interest rate risk measures : another question of dimensions?
Oliveira, Luís
;
Nunes, Joaõ Pedro Vidal
;
Malcato, Luís
- In:
Portuguese economic journal
13
(
2014
)
3
,
pp. 141-165
Persistent link: https://www.econbiz.de/10010480059
Saved in:
5
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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