Bibliografia

- Dias, J.C. (2023). Financial Engineering, Lecture Notes, Iscte Business School.:

- Several published papers. - Zhang, P.G. (1998). Exotic Options: A Guide to Second Generation Options, 2nd edition, World Scientific Publishing. - Rouah, F.D. and Vainberg, G. (2007). Option Pricing Models and Volatility Using Excel-VBA, Wiley. - Rouah, F.D. (2015). The Heston Model and Its Extensions in VBA, Wiley. - Rouah, F.D. (2013). The Heston Model and Its Extensions in Matlab and C#, Wiley. - McDonald, R.L. (2012). Derivatives Markets, 3rd edition, Prentice Hall. - Hull, J.C. (2018). Options, Futures, and Other Derivatives, 10th edition, Pearson. - Gatheral, J. (2006). The Volatility Surface: A Practitioner`s Guide, Wiley. - Brandimarte, P. (2006). Numerical Methods in Finance and Economics: A Matlab-Based Introduction, 2nd edition, Wiley.: