Browsing All of EconStor by Author Gaspar, Raquel M.
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2004 | Finite dimensional realizations of forward price term structure models | Gaspar, Raquel M. |
2004 | General quadratic term structures of bond, futures and forward prices | Gaspar, Raquel M. |
2005 | Correlation between intensity and recovery in credit risk models | Gaspar, Raquel M.; Slinko, Irina |
2005 | Quadratic models for portfolio credit risk with shot-noise effects | Gaspar, Raquel M.; Schmidt, Thorsten |
2020 | Neural network pricing of American put options | Gaspar, Raquel M.; Lopes, Sara Dutra; Sequeira, Bernardo |
2021 | Accuracy of European stock target prices | Almeida, Joana; Gaspar, Raquel M. |
2021 | Relativistic option pricing | Carvalho, VĂtor Hugo Ferreira; Gaspar, Raquel M. |