Author

Name:
Manuela Larguinho
e-mail:
mlarguinho@iscac.pt
REBIDES institution:
Instituto Politécnico de Coimbra - Instituto Superior de Contabilidade e Administração de Coimbra (2015)
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012). Since 2003.

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.

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