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Items where Author is "Gonçalo, Faria"

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Article

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 Wed Jun 3 09:10:22 2020 CEST.