João M. E. Guerra

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
VIX pricing in the rBergomi model under a regime switching change of measure Quantitative Finance	2023-06-20	Paper
Multinomial method for option pricing under variance gamma International Journal of Computer Mathematics	2022-02-16	Paper
Indifference Pricing in a Market with Transaction Costs and Jumps Novel Methods in Computational Finance	2019-02-28	Paper
Dynamic complex hedging in additive markets Quantitative Finance	2011-04-29	Paper
Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion Stochastic Analysis and Applications	2008-11-14	Paper
Optimal investment in a Lévy market Applied Mathematics and Optimization	2006-06-28	Paper
Application of Shannon's entropy to classify emergent behaviors in a simulation of laser dynamics Mathematical and Computer Modelling	2006-02-16	Paper
Simulation of the Dynamics of Pulsed Pumped Lasers Based on Cellular Automata Lecture Notes in Computer Science	2005-08-17	Paper
The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes Stochastic Processes and their Applications	2005-08-05	Paper
WEAK TURBULENCE IN A HIGH FRESNEL NUMBER DYE LASER International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	1997-08-20	Paper
DIFFERENT AND COEXISTING ROUTES TO CHAOS ALONG A COMMON BIFURCATION PATH IN THE MAXWELL-BLOCH EQUATIONS International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	1997-07-20	Paper

Research outcomes over time

This page was built for person: João M. E. Guerra