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Author

Name:
João Pedro Ruas
e-mail:
ruasj@hotmail.com
FCT research center:
Unidade de Investigação em Desenvolvimento Empresarial - UNIDE (2015)
REBIDES institution:
ISCTE - Instituto Universitário de Lisboa (2015)
Articles 4:

In-Out Parity Relations for American-Style Barrier Options
João Pedro Ruas, João Pedro Vidal Nunes, José Carlos Dias
Journal Of Derivatives, vol. 23, 2016, p. 20-32.

Pricing and Static Hedging of American-Style Knock-In Options on Defaultable Stocks
João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias
Journal of Banking and Finance, vol. 58, 2015, p. 343-360.

Pricing and Static Hedging of European-Style Double Barrier Options under the Jump to Default Extended CEV Model
José Carlos Dias, João Pedro Vidal Nunes, João Pedro Ruas
Quantitative Finance, vol. 15, 2015, p. 1995-2010.

Pricing and Static Hedging of American-Style Options under the Jump to Default Extended CEV Model
João Pedro Vidal Nunes, José Carlos Dias, João Pedro Ruas
Journal of Banking and Finance, vol. 37, 2013, p. 4059-4072.

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