Concepedia

Manuel L. Esquível

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Publications

5

Citations

63

H-Index

5

Active since

2008

Affiliations

Universidade Nova de Lisboa(Current)

Manuel L. Esquível is an author at Universidade Nova de Lisboa specializing in stochastic processes, financial economics, and finance.

Publications per year

2008–2021

5

Publications

5

On a continuous time stock price model with regime switching, delay, and threshold

Pedro P. Mota, Manuel L. Esquível · Quantitative Finance · 2014 · 16 citations

Engineering, Economics, Finance +16

Machine Learning Vasicek Model Calibration with Gaussian Processes

João Beleza Sousa, Manuel L. Esquível, Raquel M. Gaspar · Communications in Statistics - Simulation and Computation · 2012 · 15 citations

Business, Computer Science, Finance +17

On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit

Manuel L. Esquível, José Moniz Fernandes, Gracinda R. Guerreiro · Stochastic Models · 2014 · 11 citations

Engineering, Economics, Finance +17

Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care

Manuel L. Esquível, Gracinda R. Guerreiro, Matilde C. Oliveira et al. · Risks · 2021 · 11 citations · Full text

Engineering, Health Care Management, Actuarial Science +16

Probability Generating Functions for Discrete Real-Valued Random Variables

Manuel L. Esquível · Theory of Probability and Its Applications · 2008 · 10 citations

Natural Sciences, Mathematics, Discrete Mathematics +12

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