Browsing by Advisor Dias, Jose Carlos

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Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)TypeAccess Type
16-May-2017Algorithms for improving the efficiency of CEV, CIR and JDCEV option pricing modelsSousa, Pedro Filipe Botelho Negrão deMaster ThesisOpen Access
28-Sep-2018Valuation of financial derivatives through transmutation operator methodsKravchenko, Igor ViktorovichDoctoral ThesisOpen Access