José Carlos Gonçalves Dias
AuthID: R-000-PDF
11
TITLE: Pricing and hedging bond options and sinking-fund bonds under the CIR model
AUTHORS: Larguinho, M; Dias, JC; Braumann, CA;
PUBLISHED: 2022, SOURCE: QUANTITATIVE FINANCE AND ECONOMICS, VOLUME: 6, ISSUE: 1
AUTHORS: Larguinho, M; Dias, JC; Braumann, CA;
PUBLISHED: 2022, SOURCE: QUANTITATIVE FINANCE AND ECONOMICS, VOLUME: 6, ISSUE: 1
12
TITLE: Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America
AUTHORS: Dutra, Tiago Mota; Dias, Jose Carlos; Teixeira, Joao C. A.;
PUBLISHED: 2022, SOURCE: INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, VOLUME: 79
AUTHORS: Dutra, Tiago Mota; Dias, Jose Carlos; Teixeira, Joao C. A.;
PUBLISHED: 2022, SOURCE: INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, VOLUME: 79
13
TITLE: GENERALIZED EXPONENTIAL BASIS FOR EFFICIENT SOLVING OF HOMOGENEOUS DIFFUSION FREE BOUNDARY PROBLEMS: RUSSIAN OPTION PRICING
AUTHORS: Kravchenko, IV; Kravchenko, VV; Torba, SM; Dias, JC;
PUBLISHED: 2022, SOURCE: Journal of Mathematical Sciences (United States), VOLUME: 266, ISSUE: 2
AUTHORS: Kravchenko, IV; Kravchenko, VV; Torba, SM; Dias, JC;
PUBLISHED: 2022, SOURCE: Journal of Mathematical Sciences (United States), VOLUME: 266, ISSUE: 2
14
TITLE: Pricing and hedging bond options and sinking-fund bonds under the CIR model
AUTHORS: M. Larguinho; Dias, J. C.; Braumann, C. A.;
PUBLISHED: 2022, SOURCE: Pricing and hedging bond options and sinking-fund bonds under the CIR model, ISSUE: 1
AUTHORS: M. Larguinho; Dias, J. C.; Braumann, C. A.;
PUBLISHED: 2022, SOURCE: Pricing and hedging bond options and sinking-fund bonds under the CIR model, ISSUE: 1
INDEXED IN: 
Handle
Handle15
TITLE: Modeling energy prices under energy transition: A novel stochastic-copula approach
AUTHORS: Fernandes, MC; Dias, JC; Nunes, JPV;
PUBLISHED: 2021, SOURCE: ECONOMIC MODELLING, VOLUME: 105
AUTHORS: Fernandes, MC; Dias, JC; Nunes, JPV;
PUBLISHED: 2021, SOURCE: ECONOMIC MODELLING, VOLUME: 105
16
TITLE: The Early Exercise Boundary Under the Jump to Default Extended CEV Model
AUTHORS: Nunes, JPV; Dias, JC; Ruas, JP;
PUBLISHED: 2020, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 82, ISSUE: 1
AUTHORS: Nunes, JPV; Dias, JC; Ruas, JP;
PUBLISHED: 2020, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 82, ISSUE: 1
17
TITLE: Valuing American-style options under the CEV model: an integral representation based method
AUTHORS: Cruz, A; Dias, JC;
PUBLISHED: 2020, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 23, ISSUE: 1
AUTHORS: Cruz, A; Dias, JC;
PUBLISHED: 2020, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 23, ISSUE: 1
18
TITLE: A note on options and bubbles under the CEV model: implications for pricing and hedging
AUTHORS: Dias, JC; Nunes, JPV; Cruz, A;
PUBLISHED: 2020, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 23, ISSUE: 3
AUTHORS: Dias, JC; Nunes, JPV; Cruz, A;
PUBLISHED: 2020, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 23, ISSUE: 3
19
TITLE: Early exercise boundaries for American-style knock-out options
AUTHORS: Nunes, JPV; Ruas, JP; Dias, JC;
PUBLISHED: 2020, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 285, ISSUE: 2
AUTHORS: Nunes, JPV; Ruas, JP; Dias, JC;
PUBLISHED: 2020, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 285, ISSUE: 2
20
TITLE: PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION
AUTHORS: Kravchenko, IV; Kravchenko, VV; Torba, SM; Dias, JC;
PUBLISHED: 2019, SOURCE: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, VOLUME: 22, ISSUE: 6
AUTHORS: Kravchenko, IV; Kravchenko, VV; Torba, SM; Dias, JC;
PUBLISHED: 2019, SOURCE: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, VOLUME: 22, ISSUE: 6
