Manuela Larguinho

From MaRDI portal
Person:5261869



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!

PublicationDate of PublicationType
Valuation of bond options under the CIR model: some computational remarks
New Advances in Statistical Modeling and Applications
2015-07-08Paper
On the computation of option prices and Greeks under the CEV model
Quantitative Finance
2014-02-20Paper


Research outcomes over time


This page was built for person: Manuela Larguinho