???global.info.a_carregar???
Identification

Personal identification

Full name
Fernando Correia da Silva

Citation names

  • Silva, Fernando

Author identifiers

Ciência ID
1312-B52C-963C
ORCID iD
0000-0002-7445-7762
Google Scholar ID
6nz5C1AAAAAJ

Websites

Education
Degree Classification
2020
Concluded
 Finanças (Doutoramento)
Major in Sem especialidade
ISCTE-Instituto Universitário de Lisboa, Portugal
"Caps, floors and collars on continuous flows and investment decisions" (THESIS/DISSERTATION)
Outputs

Publications

Journal article
  1. José Carlos Dias; João Pedro Vidal Nunes; Fernando Correia da Silva. "Novel Analytic Representations for Caps, Floors, Collars, and Exchange Options on Continuous Flows, Arbitrage-Free Relations, and Optimal Investments". Journal of Futures Markets (2024): http://dx.doi.org/10.1002/fut.22549.
    10.1002/fut.22549
  2. José Carlos Dias; João Pedro Vidal Nunes; Fernando Correia da Silva. "Finite maturity caps and floors on continuous flows under the constant elasticity of variance process". European Journal of Operational Research (2024): http://dx.doi.org/10.1016/j.ejor.2024.01.039.
    10.1016/j.ejor.2024.01.039
Thesis / Dissertation
  1. Silva, Fernando Correia da. "Caps, floors and collars on continuous flows and investment decisions". PhD, 2023. http://hdl.handle.net/10071/30774.