Author

Name:
Pedro Miguel Silva Prazeres
REBIDES institution:
ISCTE - Instituto Universitário de Lisboa (2015)
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012). Since 2003.

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

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