关注
Rafael Moura Azevedo
Rafael Moura Azevedo
Portfolio Manager, Itaú Asset Management
在 itau-unibanco.com.br 的电子邮件经过验证
标题
引用次数
引用次数
年份
Nonparametric option pricing with generalized entropic estimators
C Almeida, G Freire, R Azevedo, K Ardison
Journal of Business & Economic Statistics 41 (4), 1173-1187, 2023
42023
Implicit entropic market risk-premium from interest rate derivatives
J Arismendi-Zambrano, R Azevedo
Michael J. Brennan Irish Finance Working Paper Series Research Paper, 2020
22020
Interface dynamics of immiscible two-phase lattice-gas cellular automata: A model with random dynamic scatterers and quenched disorder in two dimensions
MDCF R.M. Azevedo, R. R. Montenegro-Filho
Physical Review E 88 (3), 033022, 2013
1*2013
Nonparametric Option Pricing with Generalized Entropic Estimators-Online Appendix
C Almeida, G Freire, R Azevedo, K Ardison
2022
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