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Nuno Azevedo
Ph.D in Mathematics Applied to Economics and Management
(University of Lisbon)
Department of Economics
Invited Professor Equivalent to Assistant Professor
nazevedo@eeg.uminho.pt
253 604 584
, 253604510
Campus de Gualtar - Edificio 8 - 1.31
Nuno Azevedo CV
Publications
Teaching
Selected publications
Azevedo, N., Pinheiro, D., Xanthopoulos, S. Z., & Yannacopoulos, A. N. (2015). Contingent claim pricing through a continuous time variational bargaining scheme.
Annals of Operations Research
, 1–18.
DOI
Azevedo, N., Pinheiro, D., & Weber, G. W. (2014). Dynamic programming for a Markov-switching jump-diffusion.
Journal of Computational and Applied Mathematics
,
267
, 1–19.
DOI
Azevedo, N., Pinheiro, D., Xanthopoulos, S. Z., & Yannacopoulos, A. N. (2013). On a variational sequential bargaining pricing scheme.
Optimization
,
62
(11), 1501–1524.
DOI
Aguiar-Conraria, L., Azevedo, N., & Soares, M. J. (2008). Using wavelets to decompose the time-frequency effects of monetary policy.
Physica A: Statistical Mechanics and Its Applications
,
387
(12), 2863–2878.
DOI
Other publications
Azevedo, N., Pinheiro, D., Xanthopoulos, S. Z., & Yannacopoulos, A. N. (2018). Who would invest only in the risk-free asset?
International Journal of Financial Engineering
,
5
(3), 1850024 (14 pages).
DOI
Azevedo, N., Pinheiro, D., Xanthopoulos, S. Z., & Yannacopoulos, A. N. (2015). Contingent claim pricing through a continuous time variational bargaining scheme.
Annals of Operations Research
, 1–18.
DOI
Azevedo, N., Pinheiro, D., & Weber, G. W. (2014). Dynamic programming for a Markov-switching jump-diffusion.
Journal of Computational and Applied Mathematics
,
267
, 1–19.
DOI
Azevedo, N., Pinheiro, D., Xanthopoulos, S. Z., & Yannacopoulos, A. N. (2013). On a variational sequential bargaining pricing scheme.
Optimization
,
62
(11), 1501–1524.
DOI
Aguiar-Conraria, L., Azevedo, N., & Soares, M. J. (2008). Using wavelets to decompose the time-frequency effects of monetary policy.
Physica A: Statistical Mechanics and Its Applications
,
387
(12), 2863–2878.
DOI
+ publications
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