Dorival Leão

Publication Activity (10 Years)

Years Active: 2017-2019
Publications (10 Years): 2

Top Topics

Optimal Stopping

Search Strategies

Stochastic Processes

Black Scholes Model

Top Venues

J. Appl. Probab.

Publications

Dorival Leão, Alberto Ohashi, Francesco Russo
Discrete-type approximations for non-Markovian optimal stopping problems: Part I. J. Appl. Probab. 56 (4) (2019)
Estevao Rosalino, Jack Baczynski, Dorival Leão
Pricing multi-asset barrier options. CDC (2017)