José Carlos Gonçalves Dias
AuthID: R-000-PDF
21
TITLE: Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral chi(2) random variable
AUTHORS: Dias, JC; Nunes, JPV;
PUBLISHED: 2018, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 265, ISSUE: 2
AUTHORS: Dias, JC; Nunes, JPV;
PUBLISHED: 2018, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 265, ISSUE: 2
22
TITLE: The Binomial CEV Model and the Greeks
AUTHORS: Cruz, A; Dias, JC;
PUBLISHED: 2017, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 37, ISSUE: 1
AUTHORS: Cruz, A; Dias, JC;
PUBLISHED: 2017, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 37, ISSUE: 1
23
TITLE: Erratum to “Pricing and static hedging of American-style options under the jump to default extended CEV model” (Journal of Banking and Finance (2013) 37(11) (4059–4072) (S0378426613002896) (10.1016/j.jbankfin.2013.07.019))
AUTHORS: Ruas, JP; Dias, JC; Vidal Nunes, JP;
PUBLISHED: 2017, SOURCE: Journal of Banking and Finance, VOLUME: 81
AUTHORS: Ruas, JP; Dias, JC; Vidal Nunes, JP;
PUBLISHED: 2017, SOURCE: Journal of Banking and Finance, VOLUME: 81
INDEXED IN: 
Scopus
Scopus IN MY: 
ORCID
ORCID24
TITLE: Pricing and static hedging of American-style options under the jump to default extended CEV model (vol 37, pg 4059, 2013)
AUTHORS: Nunes, JPV; Ruas, JP; Dias, JC;
PUBLISHED: 2017, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 81
AUTHORS: Nunes, JPV; Ruas, JP; Dias, JC;
PUBLISHED: 2017, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 81
INDEXED IN: 
WOS
WOS IN MY: ORCID
ORCID25
TITLE: Errata for the article “Pricing and static hedging of American-style options under the jump to default extended CEV model”
AUTHORS: João Pedro Vidal Nunes; João Pedro Ruas; José Carlos Dias;
PUBLISHED: 2017, SOURCE: Journal of Banking & Finance, VOLUME: 81
AUTHORS: João Pedro Vidal Nunes; João Pedro Ruas; José Carlos Dias;
PUBLISHED: 2017, SOURCE: Journal of Banking & Finance, VOLUME: 81
26
TITLE: In-Out Parity Relations for American-Style Barrier Options
AUTHORS: Ruas, JP; Nunes, JPV; Dias, JC;
PUBLISHED: 2016, SOURCE: JOURNAL OF DERIVATIVES, VOLUME: 23, ISSUE: 4
AUTHORS: Ruas, JP; Nunes, JPV; Dias, JC;
PUBLISHED: 2016, SOURCE: JOURNAL OF DERIVATIVES, VOLUME: 23, ISSUE: 4
27
TITLE: In-Out parity relations for American-style barrier options
AUTHORS: Ruas, JP; Nunes, JPV; Dias, JC;
PUBLISHED: 2016, SOURCE: Journal of Derivatives, VOLUME: 23, ISSUE: 4
AUTHORS: Ruas, JP; Nunes, JPV; Dias, JC;
PUBLISHED: 2016, SOURCE: Journal of Derivatives, VOLUME: 23, ISSUE: 4
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID28
TITLE: Pricing and static hedging of American-style knock-in options on defaultable stocks
AUTHORS: Nunes, JPV; Ruas, JP; Dias, JC;
PUBLISHED: 2015, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 58
AUTHORS: Nunes, JPV; Ruas, JP; Dias, JC;
PUBLISHED: 2015, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 58
29
TITLE: Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model
AUTHORS: Dias, JC; Nunes, JPV; Ruas, JP;
PUBLISHED: 2015, SOURCE: QUANTITATIVE FINANCE, VOLUME: 15, ISSUE: 12
AUTHORS: Dias, JC; Nunes, JPV; Ruas, JP;
PUBLISHED: 2015, SOURCE: QUANTITATIVE FINANCE, VOLUME: 15, ISSUE: 12
30
TITLE: Valuation of bond options under the cir model: Some computational remarks
AUTHORS: Manuela Larguinho; José Carlos Dias; Carlos A Braumann;
PUBLISHED: 2014, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
AUTHORS: Manuela Larguinho; José Carlos Dias; Carlos A Braumann;
PUBLISHED: 2014, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
