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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da; Baczynski, Jack; Vicente, … - 2020
Persistent link: https://www.econbiz.de/10012171315
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A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da; Baczynskiy, Jack; Vicente, … - 2015
Persistent link: https://www.econbiz.de/10011444652
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A non-knotty inflation risk premium model
Vicente, José Valentim Machado - In: Applied economics 55 (2023) 28, pp. 3271-3278
Persistent link: https://www.econbiz.de/10014299150
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A non-knotty inflation risk premium model
Vicente, José Valentim Machado - 2021
Persistent link: https://www.econbiz.de/10012549826
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Do inflation-linked bonds contain information about future in inflation?
Vicente, José Valentim Machado; Guillén, Osmani … - 2010
Persistent link: https://www.econbiz.de/10008667500
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The role of macroeconomic variables in sovereign risk
Matsumara, Marco S.; Vicente, José Valentim Machado - 2009
Persistent link: https://www.econbiz.de/10003893886
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The role of macroeconomic variables in sovereign risk
Matsumura, Marco Shinobu; Vicente, José Valentim Machado - In: Emerging markets review 11 (2010) 3, pp. 229-249
Persistent link: https://www.econbiz.de/10009301651
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Estimacão não-paramétrica do risco de cauda
Almeida, Caio; Vicente, José Valentim Machado; … - 2013
Persistent link: https://www.econbiz.de/10010205908
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Avaliando a volatilidade diária dos ativos : a hora da negociação importa?
Vicente, José Valentim Machado; Araújo, Gustavo Silva; … - 2012
Persistent link: https://www.econbiz.de/10009674332
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Identification of Gaussian term structure models with observable factors
Matsumara, Marco; Moreira, Ajax; Vicente, José … - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 259-269
Persistent link: https://www.econbiz.de/10010402888