João Pedro Vidal Nunes
AuthID: R-000-7F3
11
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
Scopus12
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
AUTHORS: Joao Pedro V Vidal Nunes; Tiago Ramalho V Viegas Alcaria;
PUBLISHED: 2016, SOURCE: QUANTITATIVE FINANCE, VOLUME: 16, ISSUE: 5
INDEXED IN: 
WOS 
CrossRef
WOS CrossRef13
TITLE: In-Out Parity Relations for American-Style Barrier Options Full Text
AUTHORS: Joao Pedro Ruas; Joao Pedro V Vidal Nunes; Jose Carlos Dias;
PUBLISHED: 2016, SOURCE: OPHTHALMIC EPIDEMIOLOGY, VOLUME: 23, ISSUE: 4
AUTHORS: Joao Pedro Ruas; Joao Pedro V Vidal Nunes; Jose Carlos Dias;
PUBLISHED: 2016, SOURCE: OPHTHALMIC EPIDEMIOLOGY, VOLUME: 23, ISSUE: 4
INDEXED IN: WOS
WOS14
TITLE: Pricing and static hedging of American-style knock-in options on defaultable stocks Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Joao Pedro Ruas; Jose Carlos Dias;
PUBLISHED: 2015, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 58
AUTHORS: Joao Pedro V Vidal Nunes; Joao Pedro Ruas; Jose Carlos Dias;
PUBLISHED: 2015, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 58
15
TITLE: Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model Full Text
AUTHORS: Jose Carlos Dias; Joao Pedro V Vidal Nunes; Joao Pedro Ruas;
PUBLISHED: 2015, SOURCE: QUANTITATIVE FINANCE, VOLUME: 15, ISSUE: 12
AUTHORS: Jose Carlos Dias; Joao Pedro V Vidal Nunes; Joao Pedro Ruas;
PUBLISHED: 2015, SOURCE: QUANTITATIVE FINANCE, VOLUME: 15, ISSUE: 12
16
TITLE: PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS. PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Pedro Miguel S Silva Prazeres;
PUBLISHED: 2014, SOURCE: MATHEMATICAL FINANCE, VOLUME: 24, ISSUE: 4
AUTHORS: Joao Pedro V Vidal Nunes; Pedro Miguel S Silva Prazeres;
PUBLISHED: 2014, SOURCE: MATHEMATICAL FINANCE, VOLUME: 24, ISSUE: 4
17
TITLE: The performance of deterministic and stochastic interest rate risk measures: Another Question of Dimensions? Full Text
AUTHORS: Luis Oliveira; Joao Pedro V Vidal Nunes; Luis Malcato;
PUBLISHED: 2014, SOURCE: PORTUGUESE ECONOMIC JOURNAL, VOLUME: 13, ISSUE: 3
AUTHORS: Luis Oliveira; Joao Pedro V Vidal Nunes; Luis Malcato;
PUBLISHED: 2014, SOURCE: PORTUGUESE ECONOMIC JOURNAL, VOLUME: 13, ISSUE: 3
INDEXED IN: Scopus WOS
Scopus WOS18
TITLE: The performance of deterministic and stochastic interest rate risk measures:: Another Question of Dimensions?
AUTHORS: Oliveira, L; Vidal Nunes, JP; Malcato, L;
PUBLISHED: 2014, SOURCE: Portuguese Economic Journal
AUTHORS: Oliveira, L; Vidal Nunes, JP; Malcato, L;
PUBLISHED: 2014, SOURCE: Portuguese Economic Journal
INDEXED IN: Scopus
Scopus19
TITLE: Pricing and static hedging of American-style options under the jump to default extended CEV model Full Text
AUTHORS: Joao Pedro Ruas; Jose Carlos Dias ; Joao Pedro V Vidal Nunes;
PUBLISHED: 2013, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 37, ISSUE: 11
AUTHORS: Joao Pedro Ruas; Jose Carlos Dias ; Joao Pedro V Vidal Nunes;
PUBLISHED: 2013, SOURCE: JOURNAL OF BANKING & FINANCE, VOLUME: 37, ISSUE: 11
20
TITLE: The determinants of sovereign credit spread changes in the Euro-zone Full Text
AUTHORS: Luis Oliveira; Jose Dias Curto ; Joao Pedro Nunes;
PUBLISHED: 2012, SOURCE: JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, VOLUME: 22, ISSUE: 2
AUTHORS: Luis Oliveira; Jose Dias Curto ; Joao Pedro Nunes;
PUBLISHED: 2012, SOURCE: JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, VOLUME: 22, ISSUE: 2
