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1

[en] MODELLING COMMODITY FUTURE PRICES: PARTICLE FILTER APPROACH

by FERNANDO ANTONIO LUCENA AIUBE
Published 2005

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2

MODELLING COMMODITY FUTURE PRICES: PARTICLE FILTER APPROACH

by FERNANDO ANTONIO LUCENA AIUBE
Published 2005

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3

ANÁLISE DO COMPORTAMENTO DA VOLATILIDADE DA TAXA DE CÂMBIO EURO-DÓLAR

by Winicius Botelho Faquieri, Fernando Antonio Lucena Aiube
Published 2017-05-01

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4

Evaluating cash benefits as real options for a commodity producer in an emerging market

by Fernando Antonio Lucena Aiube, Edison Americo Huarsaya Tito
Published 2009-07-01

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5

Programação dinâmica aplicada a finanças

by Tara Keshar Nanda Baídya, Fernando Antônio Lucena Aiube
Published 1997-12-01

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6

Analysis of crude oil and gasoline prices through copulas

by Ricardo Melo e Silva Accioly, Fernando Antonio Lucena Aiube
Published 2014-08-01

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7

Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo

by Javier Gutiérrez Castro, Tara Keshar Nanda Baidya, Fernando Antonio Lucena Aiube
Published 2008-12-01

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8

Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas

by Fernando Antonio Lucena Aiube, Tara Keshar Nanda Baidya, Edison Americo Huarsaya Tito
Published 2006-09-01

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Article

9

Conditional CAPM: Time-varying Betas in the Brazilian Market

by Frances Fischberg Blank, Carlos Patricio Samanez, Tara Keshar Nanda Baidya, Fernando Antonio Lucena Aiube
Published 2014-10-01

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10

[en] ANALYSIS OF THE FACTORS THAT INFLUENCES THE LIQUID BULK MARITIME TRANSPORTATIONS FREIGHT RATE IN THE SPOT MARKET

by CELIO WAKAMATSU
Published 2008

Other Authors: “...FERNANDO ANTONIO LUCENA AIUBE...”

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11

ANALYSIS OF THE FACTORS THAT INFLUENCES THE LIQUID BULK MARITIME TRANSPORTATIONS FREIGHT RATE IN THE SPOT MARKET

by CELIO WAKAMATSU
Published 2008

Other Authors: “...FERNANDO ANTONIO LUCENA AIUBE...”

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