Allan Jonathan da Silva
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives Computational Management Science | 2024-05-14 | Paper |
| A geometric approach to pricing multi-asset barrier options | 2022-02-07 | Paper |
| Pricing and hedging barrier options Applied Stochastic Models in Business and Industry | 2018-09-14 | Paper |
| A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option Journal of Computational and Applied Mathematics | 2015-12-14 | Paper |
Research outcomes over time
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