When Times Get Tough, Gold Is Golden
Nelson Areal,
Benilde Oliveira,
Raquel Sampaio
European Journal Of Finance,
vol. 21, 2015, p. 507-526.
Discrete Dividends and the FTSE-100 Index Options Valuation
Nelson Areal,
Artur Rodrigues
Quantitative Finance,
vol. 14, 2014, p. 1765-1784.
Fast Trees for Options with Discrete Dividends
Nelson Areal,
Artur Rodrigues
Journal Of Derivatives,
vol. 21, 2013, p. 49-63.
Socially Responsible Investing in the Global Market: The Performance of US and European Funds
Maria Céu Cortez,
Florinda Silva,
Nelson Areal
International Journal Of Finance And Economics,
vol. 17, 2012, p. 254-271.
On the Dangers of a Simplistic American Option Simulation Valuation Method
Nelson Areal,
Artur Rodrigues
European Journal Of Finance,
vol. 16, 2010, p. 373-379.
On Improving the Least Squares Monte Carlo Option Valuation Method
Nelson Areal,
Artur Rodrigues,
Manuel Rocha Armada
Review Of Derivatives Research,
vol. 11, 2008, p. 119-151.
The Long-Horizon Returns Behaviour of the Portuguese Stock Market
Nelson Areal,
Manuel Rocha Armada
European Journal Of Finance,
vol. 8, 2002, p. 93-122.
The Realized Volatility of FTSE-100 Futures Prices
Nelson Areal,
Stephen Taylor
Journal of Futures Markets,
vol. 22, 2002, p. 627-648.