Cláudia Ribeiro

Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes

Cláudia Ribeiro, N. Webber, 2006 .

Commodity Price Interaction: CO2 Allowances, Fuel Sources and Electricity

Cláudia Ribeiro, C. Pinho, M. Madaleno, 2014 .

Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility

Gonçalo Faria, João Correia-da-Silva, Cláudia Ribeiro, 2009 .

Nominated Barrier Options: An Approach to Valuing American Options on a Lattice

Nick Webber, Claudia Ribeiro, Cláudia Ribeiro, 2006 .

Some stylized facts in electricity markets: a European comparison

Cláudia Ribeiro, C. Pinho, M. Madaleno, 2008 .

A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge

Nick Webber, Cláudia Ribeiro, N. Webber, 2003 .