Browsing by Subject CEV model
Showing results 1 to 10 of 10
| Issue Date | Title | Author(s) | Type | Access Type |
| 12-May-2022 | Barrier options and dynamic debt | Reis, João Miguel Mendes dos | Doctoral Thesis | Open Access |
| 28-Apr-2017 | Essays on option pricing, with applications on interest rates, equities and credit derivatives | Prazeres, Pedro Miguel Silva | Doctoral Thesis | Open Access |
| 2015 | Pricing and static hedging of American-style knock-in options on defaultable stocks | Nunes, J.; Ruas, J.; Dias, J. C. | Article | Open Access |
| 2013 | Pricing and static hedging of American-style options under the jump to default extended CEV model | Ruas, J. P.; Dias, J. C.; Nunes, J. | Article | Open Access |
| 2010 | Pricing corporate debt and credit risk under the CEV model | Oliveira, Jorge M. Duque | Master Thesis | Open Access |
| 2024 | Pricing levered warrants under the CEV diffusion model | Glória, C. M.; Dias, J. C.; Cruz, A. | Article | Open Access |
| 7-Dec-2022 | Public stimulus to private investment and prevention of disinvestment: A CEV approach | Subtil, Célia dos Santos | Master Thesis | Open Access |
| 15-Nov-2017 | Structured products insights: pricing reverse convertibles and discount certificates in the German market | Fernandes, André Gonçalo Lopes | Master Thesis | Open Access |
| 31-May-2019 | Three essays on option pricing | Cruz, Aricson César Jesus da | Doctoral Thesis | Open Access |
| 2013 | Three essays on the valuation of American-style options | Ruas, João Pedro Bento | Doctoral Thesis | Open Access |
