Octavio Manuel Bessada Lion : Citation Profile


Deceased: 0000

3

H index

1

i10 index

24

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   -2003 years (2003 - 0000). See details.
   Cites by year: 0
   Journals where Octavio Manuel Bessada Lion has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli335
   Updated: 2021-04-17    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Octavio Manuel Bessada Lion.

Is cited by:

Minella, André (3)

Nakane, Marcio (3)

Tabak, Benjamin (2)

ORNELAS, JOSE (2)

Alencar, Leonardo (2)

Goldfajn, Ilan (2)

Carvalho, Fabia (1)

Montes, Gabriel (1)

Laurini, Márcio (1)

Barbosa, Fernando (1)

Gomes, Victor (1)

Cites to:

White, Alan (1)

Valls Pereira, Pedro (1)

Chiarella, Carl (1)

Kreps, David (1)

Scheinkman, Jose (1)

Litterman, Robert (1)

Brennan, Michael (1)

White, Alan (1)

Duffie, Darrell (1)

Main data


Where Octavio Manuel Bessada Lion has published?


Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department4

Recent works citing Octavio Manuel Bessada Lion (2021 and 2020)


YearTitle of citing document
2020Efficient Solutions for Pricing and Hedging Interest Rate Asian Options. (). Machado, Jose Valentim ; Baczynski, Jack ; da Silva, Allan Jonathan . In: Working Papers Series. RePEc:bcb:wpaper:513.

Full description at Econpapers || Download paper

Works by Octavio Manuel Bessada Lion:


YearTitleTypeCited
2009Pricing Asian Interest Rate Options with a Three-Factor HJM Model In: Working Papers Series.
[Full Text][Citation analysis]
paper3
2010Pricing Asian Interest Rate Options with a Three-Factor HJM Model.(2010) In: Brazilian Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2009Impacto dos Swaps Cambiais na Curva de Cupom Cambial: uma análise segundo a regressão de componentes principais In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2003Análise de componentes principais de dados funcionais - uma aplicação às estruturas a termo de taxas de juros In: Working Papers Series.
[Full Text][Citation analysis]
paper15
2003Aplicação do Modelo de Black, Derman & Toy à Precificação de Opções Sobre Títulos de Renda Fixa In: Working Papers Series.
[Full Text][Citation analysis]
paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team