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 |
|---|---|---|
| GARCH-in-mean models with asymmetric variance processes for bivariate European option evaluation | 2021-06-29 | Paper |
| Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach Brazilian Journal of Probability and Statistics | 2019-10-22 | Paper |
Research outcomes over time
This page was built for person: Lucas Pereira Lopes
