João Pedro Vidal Nunes
AuthID: R-000-7F3
21
TITLE: American options and callable bonds under stochastic interest rates and endogenous bankruptcy Full Text
AUTHORS: Joao Pedro V Vidal Nunes;
PUBLISHED: 2011, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 14, ISSUE: 3
AUTHORS: Joao Pedro V Vidal Nunes;
PUBLISHED: 2011, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 14, ISSUE: 3
22
TITLE: Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy Full Text
AUTHORS: Joao Pedro V Vidal Nunes;
PUBLISHED: 2009, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 44, ISSUE: 5
AUTHORS: Joao Pedro V Vidal Nunes;
PUBLISHED: 2009, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 44, ISSUE: 5
23
TITLE: Multifactor and analytical valuation of treasury bond futures with an embedded quality option Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Luis Alberto F Ferreira De Oliveira;
PUBLISHED: 2007, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 27, ISSUE: 3
AUTHORS: Joao Pedro V Vidal Nunes; Luis Alberto F Ferreira De Oliveira;
PUBLISHED: 2007, SOURCE: JOURNAL OF FUTURES MARKETS, VOLUME: 27, ISSUE: 3
24
TITLE: Multifactor valuation of floating range notes Full Text
AUTHORS: Nunes, JPV;
PUBLISHED: 2004, SOURCE: MATHEMATICAL FINANCE, VOLUME: 14, ISSUE: 1
AUTHORS: Nunes, JPV;
PUBLISHED: 2004, SOURCE: MATHEMATICAL FINANCE, VOLUME: 14, ISSUE: 1
