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Items where Author is "Gonçalo, Faria"

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Number of items: 2.

2014

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.

2016

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

This list was generated on Tue Jul 14 14:09:50 2020 CEST.