1. Repositório do Iscte – Instituto Universitário de Lisboa

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Resultados 31-40 de 99.
Registos:
DataTítuloAutor(es)TipoAcesso
2015Pricing and static hedging of european-style double barrier options under the jump to default extended CEV modelDias, J. C.; Nunes, J. P. V.; Ruas, J. P.ArtigoAcesso Embargado
2020The early exercise boundary under the jump to default extended CEV modelNunes, J. P. V.; Dias, J. C.; Ruas, J. P.ArtigoAcesso Aberto
2019On the convexity and circularity of the numerical range of nilpotent quaternionic matricesCarvalho, L.; Mendes, S.; Diogo, C.ArtigoAcesso Aberto
2020Asymmetric stochastic volatility models: properties and particle filter-based simulated maximum likelihood estimationMao, X.; Czellar, V.; Ruiz, E.; Veiga, H.ArtigoAcesso Aberto
2020Self-citations and scientific evaluation: leadership, influence, and performanceCrespo, N.; Simões, N.ArtigoAcesso Aberto
2021Proportional bargaining solutions, strictly comprehensive sets and the axiom of continuityCarvalho, L.ArtigoAcesso Aberto
2017Tests of additional conditional moment restrictionsParente, P. M. D. C.; Smith, R. J.ArtigoAcesso Aberto
2017Bounded energy waves on the black hole interior of Reissner–Nordström–de SitterCosta, J. L.; Franzen, A. T.ArtigoAcesso Aberto
2016Qualitative analysis of vehicle needs and perceptions towards the adoption of a reconfigurable vehicleCarvalho, I.; Costa, P.; Simões, R.; Silva, A.; Silva, S. A.ArtigoAcesso Embargado
2016Repeated two-person zero-sum games with unequal discounting and private monitoringCarmona, G.; Carvalho, L.ArtigoAcesso Embargado

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