José V. M. Vicente

Publication Activity (10 Years)

Years Active: 2016-2017
Publications (10 Years): 2

Top Topics

Black Scholes Model

Comparative Analysis

Convertible Bonds

Top Venues

J. Comput. Appl. Math.

Publications

Jack Baczynski, Juan B. R. Otazu, José V. M. Vicente
A new method for pricing interest-rate derivatives in fixed income markets. CDC (2017)
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)