Výsledky vyhledávání - "Esquível, Manuel Leote"

Some Double Diffusion Models For Stock Prices

Autor: Mota, Pedro, Krasii, Nadezhda P., Esquível, Manuel Leote

UID/MAT/00297/2020 Regime switching diffusion processes with one or two thresholds and regime switching occurring by a change in the diffusion drift and/or volatility functions parameters of a stochastic differential equation, whose solution defines

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1437::7c4e03ef90299a44cf5a36e3ad24da7d
https://hdl.handle.net/10362/135154

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Examples of financial market models obtained by euler discretization of continuous models

Autor: Esquível, Manuel Leote, Krasii, Nadezhda P.

Publikováno v: Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP

This work was done under partial financial support of RFBR (Grant n. 19-01-00451). We present a methodology to study discrete time financial models with one risky asset and a risk free asset that may thought to result as a discretization of a suitabl

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5b6fe15052130b6819c5a729f48040b8
https://hdl.handle.net/10362/121165

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Estudo de uma carteira de crédito ao consumo de um banco de Cabo Verde

Autor: Fernandes, José Moniz Lopes

Tese apresentada como requisito parcial para obtenção do grau de Doutor em Estatística e Gestão de Informação O objetivo central desta dissertação consiste na análise de uma carteira de crédito ao consumo de um banco de Cabo Verde, onde mui

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1437::26f2f41d8b0d0f9f2b282c1f58211457
https://hdl.handle.net/10362/10569

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