Rui S\'a Pereira

Identifiers

• name variant Rui S\'a Pereira 0.60 · backfill

Papers (2)

1. Hedging in a market with jumps - an FBSDE approach q-fin.PR · 2013 · author #2
2. Forward-Backward SDEs driven by L\'evy Processes and Application to Option Pricing math.PR · 2012 · author #1

Mentions

• 1309.2211 #2 · backfill · confidence 0.70 Rui S\'a Pereira
• 1203.5546 #1 · backfill · confidence 0.70 Rui S\'a Pereira

Frequent Coauthors

• Evelina Shamarova 2 shared papers