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 |
|---|---|---|
| A volatility smile-based uncertainty index Annals of Finance | 2021-08-11 | 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 |
| Term structure movements implicit in Asian option prices Quantitative Finance | 2012-06-25 | Paper |
Research outcomes over time
This page was built for person: José Valentim Machado Vicente
