Modeling Energy Prices under Energy Transition: A Novel Stochastic-Copula Approach
Mario Correia Fernandes, José Carlos Dias, João Pedro Vidal Nunes
Economic Modelling, vol. 105, 2021, p. .

Pricing Longevity Derivatives via Fourier Transforms
Jorge Miguel Ventura Bravo, João Pedro Vidal Nunes
Insurance: Mathematics and Economics, vol. 96, 2021, p. 81-97.

A Note on Options and Bubbles under the CEV Model: Implications for Pricing and Hedging
José Carlos Dias, João Pedro Vidal Nunes, Aricson Cruz
Review Of Derivatives Research, vol. 23, 2020, p. 249-272.

In-Out Parity Relations for American-Style Barrier Options
João Pedro Ruas, João Pedro Vidal Nunes, José Carlos Dias
Journal Of Derivatives, vol. 23, 2016, p. 20-32.

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

Pricing and Static Hedging of American-Style Knock-In Options on Defaultable Stocks
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 European-Style Double Barrier Options under the Jump to Default Extended CEV Model
José Carlos Dias, João Pedro Vidal Nunes, João Pedro Ruas
Quantitative Finance, vol. 15, 2015, p. 1995-2010.

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

The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimensions?
Luís Alberto Ferreira de Oliveira, João Pedro Vidal Nunes, Luis Malcato
Portuguese Economic Journal, vol. 13, 2014, p. 141-165.

Pricing and Static Hedging of American-Style Options under the Jump to Default Extended CEV Model
João Pedro Vidal Nunes, José Carlos Dias, João Pedro Ruas
Journal of Banking and Finance, vol. 37, 2013, p. 4059-4072.

The Determinants of Sovereign Credit Spread Changes in the Euro-Zone
José Dias Curto, Luís Alberto Ferreira de Oliveira, João Pedro Vidal Nunes
Journal Of International Financial Markets, Institutions And Money, vol. 22, 2012, p. 278-304.

American Options and Callable Bonds under Stochastic Interest Rates and Endogenous Bankruptcy
João Pedro Vidal Nunes
Review Of Derivatives Research, vol. 14, 2011, p. 283-332.

Pricing Real Options under the Constant Elasticity of Variance Diffusion
José Carlos Dias, João Pedro Vidal Nunes
Journal of Futures Markets, vol. 31, 2011, p. 230-250.

Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy
João Pedro Vidal Nunes
Journal of Financial and Quantitative Analysis, vol. 44, 2009, p. 1231-1263.

Multifactor and Analytical Valuation of Treasury Bond Futures with an Embedded Quality Option
João Pedro Vidal Nunes, Luís Alberto Ferreira de Oliveira
Journal of Futures Markets, vol. 27, 2007, p. 275-303.

A General Equilibrium Framework for the Affine Class of Term Structure Models
João Pedro Vidal Nunes
Portuguese Economic Journal, vol. 3, 2004, p. 15-48.

Multifactor Valuation of Floating Range Notes
João Pedro Vidal Nunes
Mathematical Finance, vol. 14, 2004, p. 79-97.

Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
João Pedro Vidal Nunes, Les Clewlow, Stewart Hodges
Review Of Derivatives Research, vol. 3, 1999, p. 5-66.