| Pricing real options under the constant elasticity of variance diffusion J Carlos Dias, J Pedro Vidal Nunes Journal of Futures Markets 31 (3), 230-250, 2011 | 50 | 2011 |
| On the computation of option prices and Greeks under the CEV model M Larguinho, JC Dias, CA Braumann Quantitative Finance 13 (6), 907-917, 2013 | 48 | 2013 |
| Pricing and static hedging of American-style options under the jump to default extended CEV model JP Ruas, JC Dias, JPV Nunes Journal of Banking & Finance 37 (11), 4059-4072, 2013 | 34 | 2013 |
| Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model JC Dias, JPV Nunes, JP Ruas Quantitative Finance 15 (12), 1995-2010, 2015 | 23 | 2015 |
| Pricing and static hedging of American-style knock-in options on defaultable stocks JPV Nunes, JP Ruas, JC Dias Journal of Banking & Finance 58, 343-360, 2015 | 23 | 2015 |
| Hysteresis effects under CIR interest rates JC Dias, MB Shackleton European Journal of Operational Research 211 (3), 594-600, 2011 | 23 | 2011 |
| Modeling energy prices under energy transition: A novel stochastic-copula approach MC Fernandes, JC Dias, JPV Nunes Economic Modelling 105, 105671, 2021 | 16 | 2021 |
| Early exercise boundaries for American-style knock-out options JPV Nunes, JP Ruas, JC Dias European Journal of Operational Research 285 (2), 753-766, 2020 | 13 | 2020 |
| Investment hysteresis under stochastic interest rates JC Dias, MB Shackleton 9th Annual International Conference on Real Options: Paris, 2005 | 13 | 2005 |
| Determinants of sovereign debt ratings in clusters of European countries–effects of the crisis C Proença, M Neves, JC Dias, P Martins Journal of Financial Economic Policy 14 (3), 403-427, 2022 | 12 | 2022 |
| Banking regulation and banks’ risk-taking behavior: The role of investors’ protection TM Dutra, JCA Teixeira, JC Dias The Quarterly Review of Economics and Finance, 2023 | 11 | 2023 |
| A note on options and bubbles under the CEV model: implications for pricing and hedging JC Dias, JPV Nunes, A Cruz Review of Derivatives Research 23 (3), 249-272, 2020 | 11 | 2020 |
| Efficiency tests in the Iberian stock markets J Dias, L Lopes, V Martins, J Benzinho Available at SSRN 599926, 2002 | 10 | 2002 |
| Measuring financial cycles: empirical evidence for Germany, United Kingdom and United States of America TM Dutra, JC Dias, JCA Teixeira International Review of Economics & Finance 79, 599-630, 2022 | 8 | 2022 |
| Valuing American-style options under the CEV model: an integral representation based method A Cruz, JC Dias Review of Derivatives Research 23, 63-83, 2020 | 8 | 2020 |
| The binomial CEV model and the Greeks A Cruz, JC Dias Journal of Futures Markets 37 (1), 90-104, 2017 | 8 | 2017 |
| The effect of political institutions on the interplay between banking regulation and banks’ risk TM Dutra, JCA Teixeira, JC Dias Journal of Banking Regulation 25 (2), 179-196, 2024 | 7 | 2024 |
| Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing IV Kravchenko, VV Kravchenko, SM Torba, JC Dias Journal of Mathematical Sciences, 2022 | 6* | 2022 |
| Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral χ2 random variable JC Dias, JPV Nunes European Journal of Operational Research 265 (2), 559-570, 2018 | 6 | 2018 |
| The early exercise boundary under the jump to default extended CEV model JPV Nunes, JC Dias, JP Ruas Applied Mathematics & Optimization 82, 151-181, 2020 | 5 | 2020 |
