José Carlos Dias

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 3

Top Topics

Joint Distribution

Conditional Distribution

Conditionally Independent

Top Venues

Eur. J. Oper. Res.

Publications

José Carlos Dias, João Pedro Vidal Nunes, Fernando Correia da Silva
Finite maturity caps and floors on continuous flows under the constant elasticity of variance process. Eur. J. Oper. Res. 316 (1) (2024)
João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias
Early exercise boundaries for American-style knock-out options. Eur. J. Oper. Res. 285 (2) (2020)
José Carlos Dias, João Pedro Vidal Nunes
random variable. Eur. J. Oper. Res. 265 (2) (2018)
José Carlos Dias, Mark B. Shackleton
Hysteresis effects under CIR interest rates. Eur. J. Oper. Res. 211 (3) (2011)