Browsing by Author Larguinho, M.

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Issue DateTitleAuthor(s)TypeAccess Type
2013On the computation of option prices and Greeks under the CEV ModelLarguinho, M.; Dias, J. C.; Braumann, C. A.ArticleEmbargoed Access
2022Pricing and hedging bond options and sinking-fund bonds under the CIR modelLarguinho, M.; Dias, J. C.; Braumann, C. A.ArticleOpen Access