CEMAT - Member

Members > Collaborators

Carlos Oliveira

Institutional Address

Instituto Superior Técnico (IST)
Av. Rovisco Pais 1
1049-001 LISBOA

Phone: | Email: carlos_m_oliveira88@hotmail.com

Position

Assistant Professor, Instituto Superior de Economia e Gestão, Universidade de Lisboa

Area

Statistics and Stochastic Processes

Principal Area

Stochastic Optimization

Other Area

Mathematical Finance

Qualifications

MSc Mathematical FInance, ISEG, University of Lisbon;
BSc Mathematics Applied to Economics and Management.

Papers in International Journals

Nunes, Cláudia; Oliveira, Carlos (2021) Preventing Environmental Disasters in Investment under Uncertainty . Environmental and Resource Economics, 1-22.

Nunes, Cláudia; Oliveira, Carlos (2021) Production processes with different levels of risk: addressing the replacement option . REVSTAT-Statistical Journal: 19.4, 485-512.

Nunes, Cláudia; Oliveira, Carlos (2019) The optimal stopping problem revisited . Statistical Papers: 1, 1-33.

Nunes, Cláudia; Oliveira, Carlos (2018) Hysteresis due to Irreversible Exit: Addressing the Option to Mothball . Journal of Economic Dynamics and Control: 92, 69-83.

Guerra, Manuel; Nunes, Cláudia; Oliveira, Carlos (2016) Exit option for a class of profit functions . International Journal of Computer Mathematics.

CEMAT - Center for Computational and Stochastic Mathematics

Instituto Superior Têcnico
Faculdade de Ciências
Universidade de Lisboa