Sara Bárbara Dutra Lopes
AuthID: R-002-RTC
1
TITLE: Neural Network Pricing of American Put Options
AUTHORS: Gaspar, RM ; Lopes, SD; Sequeira, B;
PUBLISHED: 2020, SOURCE: RISKS, VOLUME: 8, ISSUE: 3
AUTHORS: Gaspar, RM ; Lopes, SD; Sequeira, B;
PUBLISHED: 2020, SOURCE: RISKS, VOLUME: 8, ISSUE: 3
2
TITLE: A Libor market model including credit risk under the real-world measure
AUTHORS: Lopes, SD; Vazquez, C;
PUBLISHED: 2020, SOURCE: JOURNAL OF COMPUTATIONAL FINANCE, VOLUME: 24, ISSUE: 3
AUTHORS: Lopes, SD; Vazquez, C;
PUBLISHED: 2020, SOURCE: JOURNAL OF COMPUTATIONAL FINANCE, VOLUME: 24, ISSUE: 3
INDEXED IN: Scopus WOS