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1.
Research in Options 2016. by
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
  • Avellaneda, Marco, 1955-
  • Dupire, Bruno
  • Zubelli, Jorge P
  • Souza, Max O. de
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

2.
Equações diferenciais parciais e aplicações/ Jorge Zubelli. by
  • Zubelli, Jorge P
  • Programa de Doutorado (2016 IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Programa de Doutorado: Equações diferenciais parciais e aplicações
Online access:
Availability: No items available.

3.
Calibration of Dupire's Local Volatility Models from Option Data. by
  • Zubelli, Jorge P
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

4.
A Non-intrusive Stratified Resampler for Regression Monte Carlo with Application to Option Pricing. by
  • Zubelli, Jorge P
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

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