João Pedro Vidal Nunes

According to our database, João Pedro Vidal Nunes authored at least 3 papers between 2018 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

Finite maturity caps and floors on continuous flows under the constant elasticity of variance process.

José Carlos Dias, João Pedro Vidal Nunes, Fernando Correia da Silva

Eur. J. Oper. Res., 2024

2020

Early exercise boundaries for American-style knock-out options.

João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias

Eur. J. Oper. Res., 2020

2018

Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral <i>χ</i>² random variable.

José Carlos Dias, João Pedro Vidal Nunes

Eur. J. Oper. Res., 2018