Increase the visibility of your scientific production by authorizing the export of your publications to HAL!

Items where Author is "Gonçalo, Faria"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Number of items: 2.

Correia da silva, Joao and Gonçalo, Faria (2016) Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? European Journal of Finance. (In Press)

Correia da silva, Joao and Gonçalo, Faria (2014) A closed-form solution for options with ambiguity about stochastic volatility. Review of Derivatives Research, 17 (2). pp. 125-159.

This list was generated on Sat Jul 11 09:01:58 2020 CEST.