Browsing by Author Nunes, J. P. V.
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2020 | The early exercise boundary under the jump to default extended CEV model | Nunes, J. P. V.; Dias, J. C.; Ruas, J. P. | Article | Open Access |
| 2016 | In-out parity relations for American-style barrier options | Ruas, J. P.; Nunes, J. P. V.; Dias, J. C. | Article | Embargoed Access |
| 2024 | The interaction between equity-based compensation and debt in managerial risk choices | Glória, C. M.; Dias, J. C.; Ruas, J. P.; Nunes, J. P. V. | Article | Open Access |
| 2015 | Pricing and static hedging of european-style double barrier options under the jump to default extended CEV model | Dias, J. C.; Nunes, J. P. V.; Ruas, J. P. | Article | Embargoed Access |
| 2016 | Valuation of forward start options under affine jump-diffusion models | Nunes, J. P. V.; Alcaria, T. R. V. | Article | Embargoed Access |