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Claúdia Ribeiro · Study

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Claúdia Ribeiro

3 works· latest 2009cluster: provisionalORCID 0000-0002-5865-1004

h-index3

i103

Citations165

Works here3

03

09

Most cited in this library

Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge2003 · 109 citations
A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge2003 · 33 citations
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility2009 · 23 citations

Works

3 shown

Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility

RePEc: Research Papers in Economics·2009·3 authors·preprint·Open access

23citations

Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge

The Journal of Computational Finance·2003·2 authors·Open access

109citations

A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge

Computing in Economics and Finance·2003·2 authors

33citations