João Nicolau

According to our database, João Nicolau authored at least 2 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

First passage times in portfolio optimization: A novel nonparametric approach.

Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues

Eur. J. Oper. Res., February, 2024

2010

Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions.

João Nicolau

Commun. Stat. Simul. Comput., 2010