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Identification

Personal identification

Full name
Aricson César Jesus Cruz

Citation names

  • Cruz, Aricson

Author identifiers

Ciência ID
5A1F-39B6-CEBD
Scopus Author Id
57192179117

Websites

Education
Degree Classification
2019
Concluded
 PhD in Finance (Doutoramento)
ISCTE-Instituto Universitário de Lisboa, Portugal
"Three Essays on Option Pricing" (THESIS/DISSERTATION)
2011
Concluded
 Master in Financial Analysis (Mestrado)
Instituto Politécnico de Coimbra Instituto Superior de Contabilidade e Administração de Coimbra, Portugal
"Binomial Models for Valuing Financial Option Contracts" (THESIS/DISSERTATION)
2009
Concluded
 Licentiate degree in Administration and Finance (Licenciatura)
Instituto Politécnico de Coimbra Escola Superior de Tecnologia e Gestão de Oliveira do Hospital, Portugal
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2018 - 2020 Assistant Professor (University Teacher) Universidade Europeia, Portugal
Universidade Europeia, Portugal
Projects

Grant

Designation Funders
2013 - 2014 TICE Healthy- Systems of Health and Quality of Life
co-financiado pelo QREN, COMPETE e pela União Europeia (nº de projecto 13842 )
Researcher
Outputs

Publications

Journal article
  1. Glória, C. M.; Dias, J. C.; Cruz, A.. "Pricing levered warrants under the CEV diffusion model". Review of Derivatives Research (2024): https://link.springer.com/article/10.1007/s11147-023-09199-1#Sec110.
    Published • 10.1007/s11147-023-09199-1
  2. Dias, J. C.; Nunes, J.; Cruz, A.. "A note on options and bubbles under the CEV model: Implications for pricing and hedging". Review of Derivatives Research 23 3 (2020): 249-272. https://doi.org/10.1007/s11147-019-09164-x.
    Published • 10.1007/s11147-019-09164-x
  3. Cruz, Aricson; Dias, José Carlos. "Valuing American-style options under the CEV model: an integral representation based method". Review of Derivatives Research 23 1 (2019): 63-83. http://dx.doi.org/10.1007/s11147-019-09157-w.
    10.1007/s11147-019-09157-w
  4. Cruz, Aricson; Dias, José Carlos. "The Binomial CEV Model and the Greeks". Journal of Futures Markets 37 1 (2016): 90-104. http://dx.doi.org/10.1002/fut.21791.
    10.1002/fut.21791

Other

Other output
  1. Pricing Levered Warrants under the CEV Diffusion Model. 11th International Conference of the Portuguese Finance Network. 2021. Gloria, C. M.; Dias, J. C.; Cruz, A..