Author

Name:
Carlos A. Braumann
Educations:
Ph D: State University of New York at Stony Brook, 1979
Bachelor: Universidade de Luanda, Matemática Aplicada, 1973
e-mail:
braumann@uevora.pt
URL:
http://home.uevora.pt/~braumann/
REBIDES institution:
Universidade de Évora - Escola de Ciências e Tecnologia (2015)
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

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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