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Allan Jonathan da Silva
ORCID
Publication Activity (10 Years)
Years Active: 2016-2019
Publications (10 Years): 2
Top Topics
Markov Chain
Option Pricing
Comparative Analysis
Black Scholes Model
Top Venues
J. Comput. Appl. Math.
ICCS (5)
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Publications
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Allan Jonathan da Silva
,
Jack Baczynski
,
João Felipe da Silva Bragança
Path-Dependent Interest Rate Option Pricing with Jumps and Stochastic Intensities.
ICCS (5)
(2019)
Allan Jonathan da Silva
,
Jack Baczynski
,
José V. M. Vicente
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option.
J. Comput. Appl. Math.
297 (2016)