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Nunes, João Pedro Vidal
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Nunes, Joaõ Pedro Vidal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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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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Multifactor valuation of floating range notes
Nunes, João Pedro Vidal
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 79-97
Persistent link: https://www.econbiz.de/10001917735
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American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Review of derivatives research
14
(
2011
)
3
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pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
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