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Nuno Azevedo
Ph.D in Mathematics Applied to Economics and Management (University of Lisbon)
Department of International Relations and Public Administration
 
  Invited Professor Equivalent to Assistant Professor
  nazevedo@eeg.uminho.pt
   253604584 , 253604510
  Nuno Azevedo CV
Selected publications
Azevedo, N., Pinheiro, D., & Pinheiro, S. (2022). Dynamic programming for semi-Markov modulated SDEs. Optimization, 71(8), 2315–2342. 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
Econometrics II
Bachelor
Applied Statistics for Management
Bachelor
Quantitative Methods in Public Administration
Bachelor