Manuel Cidraes Castro Guerra


AuthID: R-000-A2H

Confirmed Publications: 34



11
TITLE: The optimal stopping problem revisited  Full Text
AUTHORS: Guerra, M ; Nunes, C; Oliveira, C;
PUBLISHED: 2021, SOURCE: STATISTICAL PAPERS, VOLUME: 62, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID | CIÊNCIAVITAE
12
TITLE: Optimal stopping of one-dimensional diffusions with integral criteria  Full Text
AUTHORS: Guerra, M ; Nunes, C; Oliveira, C;
PUBLISHED: 2020, SOURCE: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, VOLUME: 481, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
13
TITLE: Option pricing in exponential lévy models with transaction costs
AUTHORS: Cantarutti, N; Guerra, M ; Guerra, J; Grossinho, MDR;
PUBLISHED: 2020, SOURCE: Journal of Computational Finance, VOLUME: 23, ISSUE: 5
INDEXED IN: Scopus CrossRef
IN MY: ORCID | CIÊNCIAVITAE
14
TITLE: On the product formula and convolution associated with the index Whittaker transform  Full Text
AUTHORS: Ruben Sousa; Manuel Guerra ; Semyon Yakubovich ;
PUBLISHED: 2019, SOURCE: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, VOLUME: 475, ISSUE: 1
INDEXED IN: WOS CrossRef: 9
IN MY: ORCID | CIÊNCIAVITAE
15
TITLE: Barrier option pricing under the 2-hypergeometric stochastic volatility model  Full Text
AUTHORS: Sousa, R; Cruzeiro, AB ; Guerra, M ;
PUBLISHED: 2018, SOURCE: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, VOLUME: 328
INDEXED IN: WOS CrossRef: 4
IN MY: ORCID | CIÊNCIAVITAE
16
TITLE: Hysteresis due to irreversible exit: Addressing the option to mothball  Full Text
AUTHORS: Guerra, M ; Kort, P; Nunes, C; Oliveira, C;
PUBLISHED: 2018, SOURCE: JOURNAL OF ECONOMIC DYNAMICS & CONTROL, VOLUME: 92
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID | CIÊNCIAVITAE
17
TITLE: Exit option for a class of profit functions  Full Text
AUTHORS: Guerra, M ; Nunes, C; Oliveira, C;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 94, ISSUE: 11
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID | CIÊNCIAVITAE
18
TITLE: Indifference Pricing in a Market with Transaction Costs and Jumps
AUTHORS: Nicola Cantarutti; João Guerra; Manuel Guerra ; Maria do Rosário Grossinho;
PUBLISHED: 2017, SOURCE: Mathematics in Industry - Novel Methods in Computational Finance
INDEXED IN: CrossRef: 1
IN MY: CIÊNCIAVITAE
19
TITLE: Stochastic Dynamic Programming and Control of Markov Processes
AUTHORS: Manuel Guerra ;
PUBLISHED: 2017, SOURCE: Mathematics in Industry - Novel Methods in Computational Finance
INDEXED IN: CrossRef
IN MY: CIÊNCIAVITAE
20
TITLE: Frechet Generalized Trajectories and Minimizers for Variational Problems of Low Coercivity  Full Text
AUTHORS: Manuel Guerra ; Andrey Sarychev;
PUBLISHED: 2015, SOURCE: JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS, VOLUME: 21, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
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