Bruna Santos | SBPO 2026 | Galoá Proceedings

Pontifical Catholic University of Rio de Janeiro

Bruna Santos

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Robust Optimization for Options Pricing in the Brazilian Market: An Application to European and American Options on PETR4, VALE3 and ITUB4
SANTOS, Bruna ¹
VALLADÃO, Davi ²
¹ Pontifícia Universidade Católica do Rio de Janeiro
² PUC-Rio
Vol 57, 2025 -
339665

MOI-Optimization Methods under Uncertainty (stochastic and robust)

Complete Articles (CA)

Co-authors (1)

Davi Valladão
3 publications