José Carlos Gonçalves Dias


AuthID: R-000-PDF

Confirmed Publications: 4



1
TITLE: On the computation of option prices and Greeks under the CEV model  Full Text
AUTHORS: Manuela Larguinho; Jose Carlos Dias ; Carlos A Braumann ;
PUBLISHED: 2013, SOURCE: QUANTITATIVE FINANCE, VOLUME: 13, ISSUE: 6
INDEXED IN: Scopus WOS
IN MY: ORCID
2
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
INDEXED IN: Scopus WOS CrossRef: 8
IN MY: ORCID
3
TITLE: Hysteresis effects under CIR interest rates  Full Text
AUTHORS: Jose Carlos Dias ; Mark B Shackleton;
PUBLISHED: 2011, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 211, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID
4
TITLE: Durable vs. disposable equipment choice under interest rate uncertainty  Full Text
AUTHORS: Jose Carlos Dias ; Mark B Shackleton;
PUBLISHED: 2009, SOURCE: 4th Conference of the Portuguese Finance Network in EUROPEAN JOURNAL OF FINANCE, VOLUME: 15, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID

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