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Nuno Azevedo

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2010 – 2019

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2018
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Nuno Azevedo, Diogo Pinheiro, Stylianos Z. Xanthopoulos, Athanasios N. Yannacopoulos:
Contingent claim pricing through a continuous time variational bargaining scheme. Ann. Oper. Res. 260(1-2): 95-112 (2018)
2014
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Nuno Azevedo, Diogo Pinheiro, Gerhard-Wilhelm Weber:
Dynamic programming for a Markov-switching jump-diffusion. J. Comput. Appl. Math. 267: 1-19 (2014)

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