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). Institution: U Évora.

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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