Author

Name:
Pedro Miguel Silva Prazeres
REBIDES institution:
ISCTE - Instituto Universit√°rio de Lisboa (2015)
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Pricing Swaptions under Multifactor Gaussian HJM Models 16.92
Jo√£o Pedro Vidal Nunes, Pedro Miguel Silva Prazeres
Mathematical Finance, vol. 24, 2014, p. 762-789.

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