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 closed-form solution for options with ambiguity about stochastic volatility Review of Derivatives Research | 2015-01-23 | Paper |
| The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices Annals of Finance | 2014-11-12 | Paper |
Research outcomes over time
This page was built for person: Gonçalo Faria
