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Pedro Vidal Nunes, João
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Errata for the article "Pricing and static hedging of Ameri..:

Pedro Vidal Nunes, João ; Pedro Ruas, João ; Carlos Dias, José
Journal of Banking & Finance.  81 (2017)  - p. 20-23 , 2017
Link: https://doi.org/10.1016/..
 
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2

Pricing real options under the constant elasticity of varia..:

Carlos Dias, José ; Pedro Vidal Nunes, João
Journal of Futures Markets.  31 (2011)  3 - p. 230-250 , 2011
Link: https://doi.org/10.1002/..
 
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3

Early exercise boundaries for American-style knock-out opti..:

Vidal Nunes, João Pedro ; Ruas, João Pedro ; Dias, José Carlos
European Journal of Operational Research.  285 (2020)  2 - p. 753-766 , 2020
Link: https://doi.org/10.1016/..
 
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4

Universal recurrence algorithm for computing Nuttall, gener..:

Dias, José Carlos ; Vidal Nunes, João Pedro
European Journal of Operational Research.  265 (2018)  2 - p. 559-570 , 2018
Link: https://doi.org/10.1016/..
 
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5

Pricing and static hedging of American-style knock-in optio..:

Vidal Nunes, João Pedro ; Ruas, João Pedro ; Dias, José Carlos
Journal of Banking & Finance.  58 (2015)  - p. 343-360 , 2015
Link: https://doi.org/10.1016/..
 
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6

The performance of deterministic and stochastic interest ra..:

Oliveira, Luís ; Vidal Nunes, João Pedro ; Malcato, Luís
Portuguese Economic Journal.  13 (2014)  3 - p. 141-165 , 2014
Link: https://doi.org/10.1007/..
 
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7

Pricing and static hedging of American-style options under ..:

Ruas, João Pedro ; Dias, José Carlos ; Vidal Nunes, João Pedro
Journal of Banking & Finance.  37 (2013)  11 - p. 4059-4072 , 2013
Link: https://doi.org/10.1016/..
 
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8

Finite maturity caps and floors on continuous flows under t..:

Dias, José Carlos ; Nunes, João Pedro Vidal ; da Silva, Fernando Correia
European Journal of Operational Research.  316 (2024)  1 - p. 361-385 , 2024
Link: https://doi.org/10.1016/..
 
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9

A note on the Gumbel convergence for the Lee and Mykland ju..:

Nunes, João Pedro Vidal ; Ruas, João Pedro
Finance Research Letters.  59 (2024)  - p. 104814 , 2024
Link: https://doi.org/10.1016/..
 
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10

Performance comparison of alternative stochastic volatility..:

Fernandes, Mário Correia ; Dias, José Carlos ; Nunes, João Pedro Vidal
Journal of Futures Markets.  44 (2023)  3 - p. 343-383 , 2023
Link: https://doi.org/10.1002/..
 
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11

Pricing longevity derivatives via Fourier transforms:

Bravo, Jorge M. ; Nunes, João Pedro Vidal
Insurance: Mathematics and Economics.  96 (2021)  - p. 81-97 , 2021
Link: https://doi.org/10.1016/..
 
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12

Modeling energy prices under energy transition: A novel sto..:

Fernandes, Mário Correia ; Dias, José Carlos ; Nunes, João Pedro Vidal
Economic Modelling.  105 (2021)  - p. 105671 , 2021
Link: https://doi.org/10.1016/..
 
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13

A note on options and bubbles under the CEV model: implicat..:

Dias, José Carlos ; Nunes, João Pedro Vidal ; Cruz, Aricson
Review of Derivatives Research.  23 (2019)  3 - p. 249-272 , 2019
Link: https://doi.org/10.1007/..
 
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14

The Early Exercise Boundary Under the Jump to Default Exten..:

Nunes, João Pedro Vidal ; Dias, José Carlos ; Ruas, João Pedro
Applied Mathematics & Optimization.  82 (2018)  1 - p. 151-181 , 2018
Link: https://doi.org/10.1007/..
 
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15

Valuation of forward start options under affine jump-diffus..:

Nunes, João Pedro Vidal ; Alcaria, Tiago Ramalho Viegas
Quantitative Finance.  16 (2015)  5 - p. 727-747 , 2015
Link: https://doi.org/10.1080/..
 
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