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José Carlos Dias · Study

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José Carlos Dias

3 works· latest 2013· 2 institutionscluster: provisionalORCID 0000-0003-1799-100X

h-index3

i103

Citations105

Works here3

10

13

Most cited in this library

On the computation of option prices and Greeks under the CEV model2013 · 40 citations
Pricing real options under the constant elasticity of variance diffusion2010 · 37 citations
Pricing and static hedging of American-style options under the jump to default extended CEV model2013 · 28 citations

Works

3 shown

Pricing and static hedging of American-style options under the jump to default extended CEV model

Journal of Banking & Finance·2013·3 authors·Open access

28citations

On the computation of option prices and Greeks under the CEV model

Quantitative Finance·2013·3 authors·Open access

40citations

Pricing real options under the constant elasticity of variance diffusion

Journal of Futures Markets·2010·2 authors

37citations