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 2:
Ranking: Carlos III (2010).

Pricing and Static Hedging of American-Style Knock-In Options on Defaultable Stocks 6.67
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 American-Style Options under the Jump to Default Extended CEV Model 6.67
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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