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João Felipe da Silva Bragança
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Option Pricing
Markov Chain
Black Scholes Model
Top Venues
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)