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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Nunes, Joaõ Pedro Vidal"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
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Nunes, Joaõ Pedro Vidal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
Review of derivatives research
2
Journal of banking & finance
1
The journal of futures markets
1
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ECONIS (ZBW)
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Barrier options on spot LIBOR rates under multi-factor Gaussian HJM model
Nunes, Joaõ Pedro Vidal
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003379130
Saved in:
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In-out parity relations for American-style barrier options
Ruas, João Pedro
;
Nunes, Joaõ Pedro Vidal
;
Simão, …
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 20-32
Persistent link: https://www.econbiz.de/10011687243
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