| Pontos | Posição | |
|---|---|---|
| CEF.UP+NIPE (average of all rankings) (2012) | 15.65 | 295/501 |
| ABS (2010) | 50.0 | 199/288 |
| Australian RC (2010) | 50.0 | 342/479 |
| CNRS (2008) | 40.0 | 197/336 |
| Ideas discounted recursive impact factor (2012) | 0.81 | 257/396 |
| ISI, JCR SSE, Impact Factor (2010) | 5.23 | 325/388 |
| Source Normalized Impact per Paper (SNIP) (2011) | 4.84 | 392/476 |
| Article Influence Score (2021) | 0.2 | 389/409 |
| Article Influence Score (2019) | 0.18 | 395/428 |
| Impact Factor (2021) | 0.79 | 375/409 |
| Impact Factor (2019) | 0.32 | 433/440 |
| Impact Factor (5 year) (2021) | 0.81 | 378/409 |
| Impact Factor (5 year) (2019) | 0.65 | 399/428 |
| SJR - Scimago (2021) | 0.28 | 466/558 |
| SJR - Scimago (2019) | 0.23 | 477/549 |
| Count (2021) | 1.0 | 126/662 |
A Note on Options and Bubbles under the CEV Model: Implications for Pricing and Hedging
José Carlos Dias,
João Pedro Vidal Nunes,
Aricson Cruz
vol. 23, 2020, p. 249-272.
Conditional Risk-Neutral Density from Option Prices by Local Polynomial Kernel Smoothing with No-Arbitrage Constraints
Ana M. Monteiro,
António Santos
vol. 23, 2020, p. 41-61.
Valuing American-Style Options under the CEV Model: An Integral Representation Based Method
Aricson Cruz,
José Carlos Dias
vol. 23, 2020, p. 63-83.
A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility
Gonçalo Faria,
João Correia da Silva
vol. 17, 2014, p. 125-159.
Unifying Exotic Option Closed Formulas
Carlos Veiga,
Uwe Wystup,
Manuel L. Esquível
vol. 15, 2012, p. 99-128.
American Options and Callable Bonds under Stochastic Interest Rates and Endogenous Bankruptcy
João Pedro Vidal Nunes
vol. 14, 2011, p. 283-332.
On Improving the Least Squares Monte Carlo Option Valuation Method
Nelson Areal,
Artur Rodrigues,
Manuel Rocha Armada
vol. 11, 2008, p. 119-151.
An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims
Antonio Camara
vol. 3, 1999, p. 67-83.
Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
João Pedro Vidal Nunes,
Les Clewlow,
Stewart Hodges
vol. 3, 1999, p. 5-66.