João Miguel Espiguinha Guerra
AuthID: R-000-77J
1
TITLE: Multinomial method for option pricing under Variance Gamma Full Text
AUTHORS: Nicola Cantarutti; Joao Guerra;
PUBLISHED: 2019, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 96, ISSUE: 6
AUTHORS: Nicola Cantarutti; Joao Guerra;
PUBLISHED: 2019, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 96, ISSUE: 6
INDEXED IN: 
WOS
WOS2
TITLE: Implied Risk Neutral Densities From Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions. Implied Risk-Neutral Densities Full Text
AUTHORS: Andre Santos; Joao Guerra;
PUBLISHED: 2015, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 35, ISSUE: 7
AUTHORS: Andre Santos; Joao Guerra;
PUBLISHED: 2015, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 35, ISSUE: 7
3
TITLE: Dynamic complex hedging in additive markets Full Text
AUTHORS: Jose M Corcuera; Joao M E Guerra;
PUBLISHED: 2010, SOURCE: QUANTITATIVE FINANCE, VOLUME: 10, ISSUE: 9
AUTHORS: Jose M Corcuera; Joao M E Guerra;
PUBLISHED: 2010, SOURCE: QUANTITATIVE FINANCE, VOLUME: 10, ISSUE: 9
4
TITLE: Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion Full Text
AUTHORS: Joao Guerra; David Nualart;
PUBLISHED: 2008, SOURCE: STOCHASTIC ANALYSIS AND APPLICATIONS, VOLUME: 26, ISSUE: 5
AUTHORS: Joao Guerra; David Nualart;
PUBLISHED: 2008, SOURCE: STOCHASTIC ANALYSIS AND APPLICATIONS, VOLUME: 26, ISSUE: 5
5
TITLE: Optimal investment in a levy market Full Text
AUTHORS: Corcuera, JM; Guerra, J; Nualart, D; Schoutens, W;
PUBLISHED: 2006, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 53, ISSUE: 3
AUTHORS: Corcuera, JM; Guerra, J; Nualart, D; Schoutens, W;
PUBLISHED: 2006, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 53, ISSUE: 3
