João Nicolau

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 1

Publications

Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues
First passage times in portfolio optimization: A novel nonparametric approach. Eur. J. Oper. Res. 312 (3) (2024)
João Nicolau
Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions. Commun. Stat. Simul. Comput. 39 (7) (2010)