Manuel Cidraes Castro Guerra


AuthID: R-000-A2H

Publications Awaiting Confirmation

11
TITLE: LEVY PROCESSES WITH RESPECT TO THE WHITTAKER CONVOLUTION
AUTHORS: Sousa, R; Guerra, M; Yakubovich, S ;
PUBLISHED: 2021, SOURCE: TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, VOLUME: 374, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID
12
TITLE: A unified construction of product formulas and convolutions for Sturm-Liouville operators
AUTHORS: Sousa, R; Guerra, M; Yakubovich, S ;
PUBLISHED: 2021, SOURCE: ANALYSIS AND MATHEMATICAL PHYSICS, VOLUME: 11, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID
13
TITLE: Reinsurance of multiple risks with generic dependence structures  Full Text
AUTHORS: Guerra, M; de Moura, AB ;
PUBLISHED: 2021, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 101
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
14
TITLE: Optimal stopping of one-dimensional diffusions with integral criteria  Full Text
AUTHORS: Guerra, M; Nunes, C; Oliveira, C;
PUBLISHED: 2020, SOURCE: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, VOLUME: 481, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
15
TITLE: Option pricing in exponential lévy models with transaction costs
AUTHORS: Cantarutti, N; Guerra, M; Guerra, J; Grossinho, MDR;
PUBLISHED: 2020, SOURCE: Journal of Computational Finance, VOLUME: 23, ISSUE: 5
INDEXED IN: Scopus CrossRef
IN MY: ORCID
16
TITLE: On the product formula and convolution associated with the index Whittaker transform  Full Text
AUTHORS: Ruben Sousa; Manuel Guerra; Semyon Yakubovich ;
PUBLISHED: 2019, SOURCE: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, VOLUME: 475, ISSUE: 1
INDEXED IN: WOS CrossRef: 9
IN MY: ORCID
17
TITLE: Barrier option pricing under the 2-hypergeometric stochastic volatility model  Full Text
AUTHORS: Sousa, R; Cruzeiro, AB; Guerra, M;
PUBLISHED: 2018, SOURCE: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, VOLUME: 328
INDEXED IN: WOS CrossRef: 4
IN MY: ORCID
18
TITLE: Hysteresis due to irreversible exit: Addressing the option to mothball  Full Text
AUTHORS: Guerra, M; Kort, P; Nunes, C; Oliveira, C;
PUBLISHED: 2018, SOURCE: JOURNAL OF ECONOMIC DYNAMICS & CONTROL, VOLUME: 92
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID
19
TITLE: Maturity of data governance in Portugal: Elaboration of an evaluation artifact [Maturidade de data governance em Portugal: Elaboração de um instrumento de avaliação]
AUTHORS: Guerra, M; Oliveira e Sá, J;
PUBLISHED: 2018, SOURCE: 18th Conference of the Portuguese Association for Information Systems, CAPSI 2018 in Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao, VOLUME: 2018-October
INDEXED IN: Scopus
20
TITLE: Exit option for a class of profit functions  Full Text
AUTHORS: Guerra, M; Nunes, C; Oliveira, C;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 94, ISSUE: 11
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID
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