Tiago Ramalho V. Viegas Alcaria


AuthID: R-00H-0CJ

Publications Awaiting Confirmation

1
TITLE: Valuation of forward start options under affine jump-diffusion models  Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Tiago Ramalho V Viegas Alcaria;
PUBLISHED: 2016, SOURCE: QUANTITATIVE FINANCE, VOLUME: 16, ISSUE: 5
INDEXED IN: WOS CrossRef

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