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 |
|---|---|---|
| Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives Computational Management Science | 2024-05-14 | Paper |
| A geometric approach to pricing multi-asset barrier options | 2022-02-07 | Paper |
| Pricing and hedging barrier options Applied Stochastic Models in Business and Industry | 2018-09-14 | Paper |
| A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option Journal of Computational and Applied Mathematics | 2015-12-14 | Paper |
Research outcomes over time
This page was built for person: Allan Jonathan da Silva
