The Binomial CEV Model and the Greeks 12.51
Aricson Cruz, José Carlos Dias
Journal of Futures Markets, vol. 37, 2017, p. 90-104.

In-Out Parity Relations for American-Style Barrier Options 3.91
João Pedro Ruas, João Pedro Vidal Nunes, José Carlos Dias
Journal Of Derivatives, vol. 23, 2016, p. 20-32.

Pricing and Static Hedging of American-Style Knock-In Options on Defaultable Stocks 12.52
João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias
Journal of Banking and Finance, vol. 58, 2015, p. 343-360.

Pricing and Static Hedging of European-Style Double Barrier Options under the Jump to Default Extended CEV Model 7.44
José Carlos Dias, João Pedro Vidal Nunes, João Pedro Ruas
Quantitative Finance, vol. 15, 2015, p. 1995-2010.

On the Computation of Option Prices and Greeks under the CEV Model 7.44
José Carlos Dias, Manuela Larguinho, Carlos A. Braumann
Quantitative Finance, vol. 13, 2013, p. 907-917.

Pricing and Static Hedging of American-Style Options under the Jump to Default Extended CEV Model 12.52
João Pedro Vidal Nunes, José Carlos Dias, João Pedro Ruas
Journal of Banking and Finance, vol. 37, 2013, p. 4059-4072.

Pricing Real Options under the Constant Elasticity of Variance Diffusion 12.51
José Carlos Dias, João Pedro Vidal Nunes
Journal of Futures Markets, vol. 31, 2011, p. 230-250.

Durable vs. Disposable Equipment Choice under Interest Rate Uncertainty 8.95
José Carlos Dias, Mark B. Shackleton
European Journal Of Finance, vol. 15, 2009, p. 157-167.