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Conference paper

Valuation of Noncentral Chi-squared Distribution for Options on a Zero Coupon Bonds under CIR Diffusion.

Larguinho, Manuela , Dias, José Carlos , Braumann, Carlos A. , Larguinho, Manuela , Braumann, Carlos A.. Corresponding author: Larguinho, Manuela
XVI Congreso AECA, September 2011, pp. 1–25
Published: September 2011

Resume

This work is cataloged in the Scientific Portal. Officially published in XVI Congreso AECA (2011). Referenced as: "Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.; Larguinho, Manuela; Braumann, Carlos A.. Corresponding author: Larguinho, Manuela".

Keywords

Option pricing CIR model Greeks Statistical methods

Bibliographic & Editorial Details

Venue / Journal / Book XVI Congreso AECA
Publisher Associación Española de Contabilidad y Administración de Empresas
Pagination Pages 1 - 25
Publication Venue / Conference Granada, Spain
Role Coauthor

Autores & Descoberta de Ciência ID

Identificação dos autores da instituição e deteção de coautores via FCT Ciência Vitae.

Autor(es) da Instituição
M
Maria Manuela Coelho Larguinho Investigador
Ciência ID: 3014-AFB1-2513
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Coautores da Obra

Autores discriminados na citação da publicação:

Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.; Larguinho, Manuela; Braumann, Carlos A.. Corresponding author: Larguinho, Manuela

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