E-LIB Suche - Ergebnisse für: da Silva, Allan Jonathan

1

A Stochastically Correlated Bivariate Square-Root Model:

da Silva, Allan Jonathan ; Baczynski, Jack ; Vicente, José Valentim Machado
International Journal of Financial Studies. 12 (2024) 2 - p. 31 , 2024

Link: https://doi.org/10.3390/..

2

Statistical learning for maintenance optimization: modeling..:

De Souza, Fábio Lucas Costa ; Da Silva, Allan Jonathan
Revista de Gestão e Secretariado. 15 (2024) 2 - p. e3478 , 2024

Link: https://doi.org/10.7769/..

3

Optimization of preventive maintenance in production lines:..:

Dos Santos, Geovane Rodrigues ; Da Silva, Thuyanne Kamilah Leitão Reis ; Da Silva, Allan Jonathan
CONTRIBUCIONES A LAS CIENCIAS SOCIALES. 17 (2024) 2 - p. e4399 , 2024

Link: https://doi.org/10.55905..

4

A reliability model for non-isothermal isotropic damages:

Da Silva, Allan Jonathan ; Do Carmo Amorim, Felipe
DYNA. 91 (2024) 232 - p. 66-76 , 2024

Link: https://doi.org/10.15446..

5

Maximizando os Retornos de Portfólios de ETFs: a eficácia d..:

De Melo, Francisco Santos ; Da Silva, Pedro Aleixo Esteves ; Da Silva, Allan Jonathan
Revista de Gestão e Secretariado. 15 (2024) 1 - p. 1490-1509 , 2024

Link: https://doi.org/10.7769/..

6

Avaliação de métodos de séries temporais para a previsão de..:

Kessous, Ilana Barroso ; Dos Santos, Beatriz de Oliveira ; Silva, Magno de Oliveira.
Revista de Gestão e Secretariado. 15 (2024) 2 - p. e3549 , 2024

Link: https://doi.org/10.7769/..

7

Discretely Distributed Scheduled Jumps and Interest Rate De..:

da Silva, Allan Jonathan ; Baczynski, Jack
Economies. 12 (2024) 3 - p. 73 , 2024

Link: https://doi.org/10.3390/..

8

Path-Dependent Interest Rate Option Pricing with Jumps and ..:

, In: Lecture Notes in Computer Science; Computational Science – ICCS 2019,

da Silva, Allan Jonathan ; Baczynski, Jack ; da Silva Bragança, João Felipe - p. 710-716 , 2019

Link: https://doi.org/10.1007/..

9

Precificação de derivativos cambiais com árvore de Markov:

Da Silva, Allan Jonathan ; Alvarez, Fabini H. Bargas
Revista Gestão Industrial. 12 (2016) 2 - p. , 2016

Link: https://doi.org/10.3895/..

10

A new finite difference method for pricing and hedging fixe..:

da Silva, Allan Jonathan ; Baczynski, Jack ; Vicente, José V.M.
Journal of Computational and Applied Mathematics. 297 (2016) - p. 98-116 , 2016

Link: https://doi.org/10.1016/..

11

Exploring non-analytical affine jump-diffusion models for p..:

Silva, Allan Jonathan da ; Baczynski, Jack
Computational Management Science. 21 (2024) 1 - p. , 2024

Link: https://doi.org/10.1007/..

12

Efficient pricing of path‐dependent interest rate derivativ..:

Silva, Allan Jonathan da ; Baczynski, Jack ; Vicente, José V. M.
Applied Stochastic Models in Business and Industry. , 2024

Link: https://doi.org/10.1002/..

13

On the Interest Rate Derivatives Pricing with Discrete Prob..:

Silva, Allan Jonathan da ; Mello, Leonardo Fagundes de
International Journal of Economics and Finance. 16 (2023) 1 - p. 42 , 2023

Link: https://doi.org/10.5539/..

14

RECOVERING PROBABILITY FUNCTIONS WITH FOURIER SERIES:

Silva, Allan Jonathan da ; Baczynski, Jack ; Vicente, José V. M.
Pesquisa Operacional. 43 (2023) - p. , 2023

Link: https://doi.org/10.1590/..

15

Análise do custo de garantia para equipamentos com dois mod..:

Esteves, Fernanda Márcia da Silveira ; Silva, Allan Jonathan da ; Amorim, Felipe do Carmo
REMAT: Revista Eletrônica da Matemática. 9 (2023) 1 - p. e3004 , 2023

Link: https://doi.org/10.35819..