Dorival Leão

Available identifiers

Publication	Date of Publication	Type
Flexible multivariate nonlinear models for bioequivalence problems	2020-12-30	Paper
Discrete-type approximations for non-Markovian optimal stopping problems: Part I	2019-12-17	Paper
A weak version of path-dependent functional Itô calculus	2018-11-08	Paper
Weak differentiability of Wiener functionals and occupation times	2018-10-29	Paper
Pricing and hedging barrier options	2018-09-14	Paper
Corrigendum to: ``Weak approximations for Wiener functionals.	2017-08-08	Paper
Stochastic Near-Optimal Controls for Path-Dependent Systems	2017-07-16	Paper
A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility	2016-04-25	Paper
Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691	2015-08-28	Paper
Weak Functional It\^o Calculus and Applications	2014-08-06	Paper
Weak approximations for Wiener functionals	2013-09-05	Paper
A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility	2013-08-07	Paper
On the Discrete Cram\'er-von Mises Statistics under Random Censorship	2012-01-11	Paper
A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility	0001-01-03	Paper
Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals	0001-01-03	Paper

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