| AUTHOR / TITLE | TYPE | |
|---|---|---|
| Francisco Maria De Mateus and Jorge Da Fonseca Fractional Diffusion Models and Option Pricing in Jump Models |
Thesis | See |
| Beatriz Figueira Ferraz Viveiros OVERVIEW OF SYSTEMIC RISK AS APPLIED TO THE CASE OF PORTUGAL |
Thesis | See |
| Daniel Tomás Vital de Alcântara Berry-Esseen Theorem |
Thesis | See |
| Bernardo Pinto Machado Portugal Sequeira American Put Option Pricing: A Comparison Between Neural Networks and the Least-Squares Monte Carlo Method |
Thesis | See |
| Maria Serra Valente Stability of Solutions to Stochastic Differential Equations Driven by Fractional Brownian Motion |
Thesis | See |
| Breno Lucas Da Costa Gonçalves Applications of Partial Differential Equations to Economics and Management |
Thesis | See |