Nuno Azevedo

Publication Activity (10 Years)

Years Active: 2014-2018
Publications (10 Years): 1

Top Topics

Dependence Structure

Dynamic Programming

Markov Processes

Top Venues

Ann. Oper. Res.

J. Comput. Appl. Math.

Publications

Nuno Azevedo, Diogo Pinheiro, Stylianos Z. Xanthopoulos, Athanasios N. Yannacopoulos
Contingent claim pricing through a continuous time variational bargaining scheme. Ann. Oper. Res. 260 (1-2) (2018)
Nuno Azevedo, Diogo Pinheiro, Gerhard-Wilhelm Weber
Dynamic programming for a Markov-switching jump-diffusion. J. Comput. Appl. Math. 267 (2014)