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VIX pricing in the rBergomi model under a regime switching change of measure

Guerreiro, Henrique; Guerra, João - In: Quantitative finance 23 (2023) 5, pp. 721-738

Persistent link: https://www.econbiz.de/10014304326

Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions

Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678

Persistent link: https://www.econbiz.de/10011405462

Option pricing in exponential Lévy models with transaction cost

Cantarutti, Nicola; Guerra, Manuel; Guerra, João; … - In: The journal of computational finance 23 (2020) 5, pp. 1-31

Persistent link: https://www.econbiz.de/10012295860

Drivers and deterrents of music streaming services purchase intention

Fernandes, Teresa; Guerra, João - In: International journal of electronic business : IJEB 15 (2019) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10012251166

Sustentabilidade : primeiro grande inquérito em Portugal

Schmidt, Luísa; Truninger, Mónica; Guerra, João; … - 2018 - 1a edição

Persistent link: https://www.econbiz.de/10011943494

Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns

Santos, André; Guerra, João - In: The journal of risk model validation 14 (2020) 2, pp. 41-64

Persistent link: https://www.econbiz.de/10014335959

Análise do Desempenho Recente de Fundos de Investimento no Brasil

Fonseca, Nelson; Bressan, Aureliano; Iquiapaza, Robert; … - Volkswirtschaftliche Fakultät, … - 2007

This study analyzes the performance of Brazilian Investment Funds between May 2001 and May 2006, using as a guideline the division in fixed-income funds and equity funds. The performance is evaluated in terms of risk and return, using Sharpe and Sortino indexes, with the returns and volatilities...

Persistent link: https://www.econbiz.de/10005789470