Jos\'e Carlos Dias

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Papers (1)

1. Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation q-fin.CP · 2017 · author #4

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Frequent Coauthors

• Igor V. Kravchenko 1 shared papers
• Sergii M. Torba 1 shared papers
• Vladislav V. Kravchenko 1 shared papers