Dynamic programming for a Markov-switching jump-diffusion. - Nuno Azevedo; Diogo Pinheiro; Gerhard-Wilhelm Weber (J. Comput. Appl. Math., 2014)

Contingent claim pricing through a continuous time variational bargaining scheme. - Nuno Azevedo; Diogo Pinheiro; Stylianos Z. Xanthopoulos; Athanasios N. Yannacopoulos (Ann. Oper. Res., 2018)