José Carlos Dias

According to our database, José Carlos Dias authored at least 5 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

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

2021

Stock Market Tweets Data.

Bruno Taborda, Ana Maria de Almeida, José Carlos Dias, Fernando Batista, Ricardo Ribeiro

Dataset, May, 2021

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

2011

Hysteresis effects under CIR interest rates.

José Carlos Dias, Mark B. Shackleton

Eur. J. Oper. Res., 2011