Concepedia
Statistics
Publications
9
Citations
200
H-Index
Active since
2010
Affiliations
Iscte – Instituto Universitário de Lisboa(Current)
Instituto de Engenharia de Sistemas e Computadores Investigação e Desenvolvimento
Instituto Superior de Contabilidade e Administração de Coimbra
Universidade dos Açores
Banco de Portugal
José Carlos Dias is an author at Iscte – Instituto Universitário de Lisboa specializing in business, financial economics, and finance.
Publications per year
2010–2023
On the computation of option prices and Greeks under the CEV model
Manuela Larguinho, José Carlos Dias, Carlos A. Braumann · Quantitative Finance · 2013 · 42 citations · Full text
Business, Economics, Finance +17
Pricing real options under the constant elasticity of variance diffusion
José Carlos Dias, João Pedro Vidal Nunes · Journal of Futures Markets · 2010 · 39 citations
Pricing and static hedging of American-style options under the jump to default extended CEV model
João Pedro Ruas, José Carlos Dias, João Pedro Vidal Nunes · Journal of Banking & Finance · 2013 · 28 citations · Full text
Business, Economics, Finance +5
Pricing and static hedging of American-style knock-in options on defaultable stocks
João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias · Journal of Banking & Finance · 2015 · 19 citations · Full text
Business, Finance, Financial Management +12
Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model
José Carlos Dias, João Pedro Vidal Nunes, João Pedro Ruas · Quantitative Finance · 2014 · 18 citations
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