Author

Name:
Henrique Guerreiro
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

VIX Pricing in the rBergomi Model under a Regime Switching Change of Measure 11.16
Henrique Guerreiro, Joao Guerra
Quantitative Finance, vol. 23, 2023, p. 721-738.

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