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Two counters of jumps
Câmara, António - In: Journal of banking & finance 33 (2009) 3, pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
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FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana; Câmara, António; Popova, Ivilina; … - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
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Options on troubled stock
Câmara, António; Popova, Ivilina; Simkins, Betty J. - In: The journal of futures markets 34 (2014) 7, pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
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Closed-form option pricing formulas with extreme events
Câmara, António; Heston, Steven L. - In: The journal of futures markets 28 (2008) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10003699314