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Capital requirements under the credit risk-based framework
Antão, Paula; Lacerda, Ana - In: Journal of banking & finance 35 (2011) 6, pp. 1380-1390
Persistent link: https://www.econbiz.de/10009245126
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Poder de mercado e ajustamento de preços no sector bancário português : uma abordagem com o mecanismo corrector do erro
Antão, Paula - In: Economia : revista quadrimestral 20 (1996), pp. 31-53
Persistent link: https://www.econbiz.de/10001352041
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Statistical arbitrage with default and collateral
Barbachan, José Santiago Fajardo; Lacerda, Ana - In: Economics letters 108 (2010) 1, pp. 81-84
Persistent link: https://www.econbiz.de/10008662220
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Randomized stopping times and early exercise for American derivatives in dry markets
Matos, João Amaro de; Lacerda, Ana - In: Journal of mathematical finance 6 (2016) 5, pp. 842-865
Persistent link: https://www.econbiz.de/10011657696
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Super-replicating bounds on European option prices when the underlying asset is illiquid
Matos, João Amaro de (contributor);  … - In: Economics bulletin : EB (2001)
Persistent link: https://www.econbiz.de/10001697828
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Market illiquidity and bounds on European option prices
Matos, João Amaro de; Antão, Paula - In: The European journal of finance 9 (2003) 5, pp. 475-498
Persistent link: https://www.econbiz.de/10001886025