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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? The European Journal of Finance, vol. 22 (n° 7). pp. 601-626.

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