Autor

Nome:
Tiago Ramalho Viegas Alcaria
Artigo 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Valuation of Forward Start Options under Affine Jump-Diffusion Models 11.16
João Pedro Vidal Nunes, Tiago Ramalho Viegas Alcaria
Quantitative Finance, vol. 16, 2016, p. 727-747.

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