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~subject:"Option pricing theory"
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Option pricing theory
Theorie
5
Theory
5
Optionspreistheorie
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Yield curve
3
Zinsstruktur
3
Insolvency
2
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2
Option trading
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American options
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English
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Nunes, Joaõ Pedro Vidal
3
Nunes, João Pedro Vidal
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Journal of financial and quantitative analysis : JFQA
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Exponential-affine diffusion term structure models : dimension, time-homogeneity, and stochastic volatility
Nunes, João Pedro Vidal
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2000
Persistent link: https://www.econbiz.de/10001623482
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2
American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
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3
Barrier options on spot LIBOR rates under multi-factor Gaussian HJM model
Nunes, Joaõ Pedro Vidal
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003379130
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4
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
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