The following pages link to José Carlos Dias (Q418079):
Displayed 11 items.
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
- Valuation of Bond Options Under the CIR Model: Some Computational Remarks (Q5261870) (← links)
- On the computation of option prices and Greeks under the CEV model (Q5397428) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)