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Guimarães, Bernardo de Vasconcellos and Silva, Marcos Eugênio da
A possibilidade de saltos no câmbio implícita nos prêmios das opções
.
Rev. Bras. Econ.
, Set 2002, vol.56, no.3, p.397-428. ISSN 0034-7140
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Silva, Marcos Eugênio da and Barbe, Thierry
Quasi-Monte Carlo in finance
:
extending for problems of high effective dimension
.
Econ. Apl.
, Dec 2005, vol.9, no.4, p.577-594. ISSN 1413-8050
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abstract in english
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portuguese
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