Hysteresis effects under CIR interest rates. - José Carlos Dias; Mark B. Shackleton (Eur. J. Oper. Res., 2011)

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)

Stock Market Tweets Data. - Bruno Taborda; Ana Maria de Almeida 002; José Carlos Dias; Fernando Batista; Ricardo Ribeiro 001 (IEEE DataPort, 2021)

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)