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Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro; Dias, José Carlos; Vidal Nunes, … - In: Journal of banking & finance 37 (2013) 11, pp. 4059-4072
Persistent link: https://www.econbiz.de/10010177797
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Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields
Vidal Nunes, João Pedro - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1197-1231
Persistent link: https://www.econbiz.de/10008395568
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Multifactor and analytical valuation of treasury bond futures with an embedded quality option
Nunes, João Pedro Vidal; Oliveira, Luís Alberto … - In: The journal of futures markets 27 (2007) 3, pp. 275
Persistent link: https://www.econbiz.de/10007772389
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American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, João Pedro Vidal - In: Review of derivatives research 14 (2011) 3, pp. 283-333
Persistent link: https://www.econbiz.de/10009328922