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Tourrucôo, Fabricio, PPGE-UFRGS

• VIII Encontro Brasileiro de Finanças - Derivativos e Risco
  Considerations on approximate calibration of the SABR smile.
  Resumo
• IX Encontro Brasileiro de Finanças - Derivativos e Risco
  European bond option pricing under one-factor yield models examined by perturbative and numerical techniques
  Resumo  PDF