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Publications by José Afonso Faias
Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
Journal of Financial and Quantitative Analysis
Accounting
Economics
Econometrics
Finance
Related publications
Optimal Investment Problem With Option
International Journal of Applied Mathematics
Computational Theory
Mathematics
An Empirical Portfolio Perspective on Option Pricing Anomalies
Review of Finance
Accounting
Economics
Econometrics
Finance
Cache-Optimal Algorithms for Option Pricing
ACM Transactions on Mathematical Software
Applied Mathematics
Software
A Dynamic Portfolio of American Option Using Fuzzy Binomial Method
Journal of Innovative Technology and Education
Optimal Fourier Inversion in Semi-Analytical Option Pricing
Journal of Computational Finance
Applied Mathematics
Computer Science Applications
Finance
Regularized Index-Tracking Optimal Portfolio Selection
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
Optimal Scheduling in Call Centers With a Callback Option
Performance Evaluation
Computer Networks
Simulation
Hardware
Communications
Architecture
Modeling
Software
Research on the Implementation of the Optimal Implementation of the Multi-Asset Option
Pure Mathematics
Effects of Return Predictability on Option Prices With Stochastic Volatility for the Market Portfolio
Annals of Financial Economics
