Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral χ2 random variable. - José Carlos Dias; João Pedro Vidal Nunes (Eur. J. Oper. Res., 2018)

Early exercise boundaries for American-style knock-out options. - João Pedro Vidal Nunes; João Pedro Ruas; José Carlos Dias (Eur. J. Oper. Res., 2020)

Finite maturity caps and floors on continuous flows under the constant elasticity of variance process. - José Carlos Dias; João Pedro Vidal Nunes; Fernando Correia da Silva (Eur. J. Oper. Res., 2024)