Silva, Marcos Eugenio da
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Document
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A new algorithm for applying Sobol sequences to the pricing of financial derivat...
Quasi-Monte-Carlo applications in the Brazilian derivatives market
The possibility of discrete jumps in the exchange rate implicit in option premiums...
Performance analysis of equity mutual funds in Brazil
A real options model with entry and exit strategies and with uncertain, sequential...
Statistical arbitrage models: an empirical study in the Brazilian equity market
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Results: Displaying 6 of 6 on page 1 of 1