Marcos Silva

University of Sao Paulo (USP) - Department of Economics)

Rua Luciano Gualberto, 315

São Paulo, São Paulo 14800-901

Brazil

SCHOLARLY PAPERS

2

DOWNLOADS

255

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

An Improved Algorithm for Pricing Derivatives Using Sobol Quasirandom Sequences

Number of pages: 17 Posted: 21 Aug 2012
Marcos Silva
University of Sao Paulo (USP) - Department of Economics)
Downloads 168 (186,403)

Abstract:

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Sobol sequences, quasi-Monte Carlo methods, numerical integration, derivatives pricing

2.

Performance of Mutual Equity Funds in Brazil – A Bootstrap Analysis

Number of pages: 26 Posted: 09 Sep 2013
Marco Laes and Marcos Silva
University of São Paulo (USP) - Department of Economics and University of Sao Paulo (USP) - Department of Economics)
Downloads 87 (303,869)

Abstract:

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Equity Funds, Performance Analysis, Bootstrap