João M. E. Guerra

Available identifiers

Publication	Date of Publication	Type
VIX pricing in the rBergomi model under a regime switching change of measure	2023-06-20	Paper
Multinomial method for option pricing under Variance Gamma	2022-02-16	Paper
Indifference Pricing in a Market with Transaction Costs and Jumps	2019-02-28	Paper
Dynamic complex hedging in additive markets	2011-04-29	Paper
Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion	2008-11-14	Paper
Optimal investment in a Lévy market	2006-06-28	Paper
Application of Shannon's entropy to classify emergent behaviors in a simulation of laser dynamics	2006-02-16	Paper
Simulation of the Dynamics of Pulsed Pumped Lasers Based on Cellular Automata	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	2005-08-05	Paper
WEAK TURBULENCE IN A HIGH FRESNEL NUMBER DYE LASER	1997-08-20	Paper
DIFFERENT AND COEXISTING ROUTES TO CHAOS ALONG A COMMON BIFURCATION PATH IN THE MAXWELL-BLOCH EQUATIONS	1997-07-20	Paper

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