Papers in International Journals

• Nunes, Cláudia; Pimentel, Rita (2022)  The Solution to a Differential-Difference Equation Arising in Optimal Stopping of a Jump-Diffusion Process . REVSTAT-Statistical Journal: 20.1, 85-100.

• Nunes, Cláudia; Jacco Thijssen; Kuno Huisman; Maria Lavrutich; Peter Kort (2021)  Investment decisions with two-factor uncertainty . Journal of Risk and Financial Management: vol 14, n.11.

• 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; Fleten, Stein-Erik ; Hagspiel, Verena (2018)  Switching from Oil to Gas Production in a Depleting Field . European Journal of Operational Research: 271(2).

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

• Nunes, Cláudia; Pimentel, Rita (2017)  Analytical solution for an investment problem under uncertainties with . European Journal of Operational Research: 259(3), 1054-1063.

• Nunes, Cláudia; Pimentel, Pedro (2017)  High-speed rail transport valuation with stochastic demand and investment cost . Transportmetrica A: Transport Science: 14(4), 275-291.

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

• Hagspiel, V.; Huisman, K.; Kort, P.; Nunes, Cláudia (2016)  How to escape a declining market: Capacity investment or exit? . European Journal of Operational Research: 254(1), 40-50.

• Hagspiel, V.; Huisman, K.. J. M.; Nunes, Cláudia (2015)  Optimal technology adoption when the arrival rate of new technologies changes . European Journal of Operational Research: 243(3), 897–911.

• Azevedo-Pereira, Jose; Couto, Gualter; Nunes, Cláudia (2013)  Some Results on Relocation Policies . European Journal of Finance: 19(7-8), 779-790.

• Couto, G.; Nunes, Cláudia; Pimentel, P. (2012)  High-speed rail transport valuation and conjecture shocks . European Journal of Finance, 1-15.

• Azevedo-Pereira, J.; Couto, G.; Nunes, Cláudia (2010)  Optimal timing of relocation . International Journal of Managerial Finance: 6(2), 143-163.

• Antunes, Nelson; Nunes, Cláudia; Pacheco, António (2005)  Functionals of Markovian Branching D-Bmaps . Stochastic Models: 21(2-3), 261-278.

• Mateus, P.; Morais, M. C. ; Nunes, Cláudia; Pacheco, António; Sernadas, A.; Sernadas, C. (2003)  Categorical foundations for randomly timed automata . Theoretical Computer Science: 308(1-3), 393-427.

Books

• Amado, Conceição; Nunes, Cláudia; Sardinha, Alberto (2019)  Análise estatística de dados financeiros . SPE (183p): ISBN: 978-972-8890-43-8.

Papers or Chapters in Edited Books

• Nunes, Cláudia; Pimentel, Rita; Huisman, Kuno (2019)  Disruptive Innovation in a Declining Market . 

• Nunes, Cláudia; Pacheco, António (2004)  Cadeias Markov moduladas (Markov modulated chains) . In P.M.M. Rodrigues, E.L. Rebelo and F. Rosado, editors, Estatística com Acaso e Necessidade: Edições SPE, Lisboa, 529-540.

• Nunes, Cláudia; Pacheco, António (2002)  Sojourn and passage times in Markov chains . In G. Latouche and P. Taylor, editors, Matrix-Analytic Methods Theory and Applications: World Scientific, New Jersey, 311-332.

• Nunes, Cláudia; Pacheco, António (2001)  Estimação dos estados da cadeia de Markov de um MMPP (State estimation of the Markov chain of an MMPP) . In P. Oliveira and E. Athayde, editors, Um Olhar Sobre a Estatística: Edições SPE, Lisboa, 238-247.

• Nunes, Cláudia; Pacheco, António (1998)  Martingalas: uma ferramenta em inferência estatística (Martingales and statistical inference) . In M. Souto de Miranda and I. Pereira, editors, Estatística: A Diversidade na Unidade: Edições Salamandra, Lisboa, 393-403.

Communications in Conference Proceedings

• Boscarino, S.; Goetz, T.; Heilio, M.; Hjorth, P.; Jablonska-Sabuka, M.; Jurlewicz, A.; Khoury, N.; Nunes, Cláudia; Pacheco, António; Rocha, J.; Romano, V.; Russo, G.; Serna, S. (2016)  Modeling Clinic for Industrial Mathematics: A collaborative project under Erasmus+ program . Proceedings of ECMI2016 (19th European Conference on Mathematics for Industry), 13-17 June 2016, Santiago de Compostela, Spain.

• Nunes, Cláudia; Pacheco, António (2008)  Statistical models to predict electricity prices . Proceedings of 5th IEEE International Conference on the European Electricity Market Location, Lisbon, Portugal, May 28-30, 1-6.

• Antunes, Nelson; Nunes, Cláudia; Pacheco, António (2006)  Sojourn time of elastic flows under perturbation of unresponsive traffic . Procs. Second Conference on Next Generation Internet Networks – Traffic Engineering, Valencia: Spain, April 3-5.

• Antunes, Nelson; Nunes, Cláudia; Pacheco, António (2002)  A queueing network with Markov modulated input . Procs. Second Euro-Japanese Workshop on Stochastic Risk Modelling for Finance, Insurance, Production and Reliability, Chamonix: France, September 18-20, 15-24.

• Nunes, Cláudia; Pacheco, António (1999)  Stability for input-output systems . Proceedings of ASMDA99 - Applied Stochastic Models and Data Analysis: Quantitative Methods in Business and Industry Society. InstitutoNacional de Estatística, Lisboa, 410-415.

• Nunes, Cláudia; Pacheco, António (1998)  Parameter estimation in MMPPs . Proceedings of the 2nd International Symposium on Semi-Markov Models: Theory and Applications - Compiègne, December 9-11, 1998. Included in the section "Statistical Estimation II".

• Nunes, Cláudia; Pinto, J.R. Caldas; Pacheco, António (1998)  Two-dimensional forgetting factor . Proceedings of the 3rd Portuguese Conference on Automatic Control - CONTROLO´98, Coimbra September 9-11, 513-517.

• M.F. Ramalhoto; Morais, M. C. ; Nunes, Cláudia; Oliveira, M. Rosário (1992)  Técnicas de uniformização aplicadas ao estudo do comportamento transeunte de cadeias de Markov em tempo contínuo. (Uniformization techniques applied to the study of the transient behaviour of continuous time Markov chains) . Actas da I Conferência em Estatística e Optimização, 301–320.

• M.F. Ramalhoto; Morais, M. C. ; Nunes, Cláudia; Oliveira, M. Rosário (1992)  Estudo de uma fila de espera com número variável de servidores (On a queue with a variable number of servers) . Actas da I Conferência em Estatística e Optimização, 281–300.

 Supervisions

Pos-Doc students:

•  Verena Hagspiel, 10/2011-07/2012, Projecto SANAF
• Daniel Schwartz, 09/2012-07/2013, Projecto SANAF

PhD students

• Gualter Couto, PhD in Management (joint supervision with José Azevedo-Pereira), ISEG, May 2006
• Rita Pimentel, PhD in Statistics and Stochastic Processes (joint supervision with Raquel Gaspar), IST, April 2018
• Carlos Oliveira, PhD in Mathematics (joint supervision with Manuel Guerra and Peter Kort), IST, May 2018.

Master students

• Guilherme Varela, "A New Approach to Dispersion Trading: the Role of Dispersion Correlation and the Sliding vs Converging Conjecture", Master in Mathematics and Aplications, IST, 2022.
• Diogo Santos, "Estimating Future Hedging Costs", Master in Mathematics and Applications, IST, 2022
• Pedro Chanca, "Multi-Armed Bandit for Selection of Risk-based Portfolios with Transaction Costs", Master in Mathematics and Applications, IST, 2022.
• Ana Medeiros, "Investment Decisions Upon Innovative Technological Products", Master in Mathematics and Aplications, - IST, 2018 
  
• Miguel Ribeiro, "Volatility Models in Option Pricing", Mestrado em Física Tecnológica, IST, 2018
• Francisco Almeida, "Optimal Stopping time involving polynomial profit Functions", Master in Mathematics and Aplications, - IST - IST, 2017.
• Jo\~ao Duro, "Analysis of the Optimal Exercise Time of an American Call Option for Jump-Diffusions", Master in Mathematics and Aplications, - IST - IST, 2017.
• Bárbara Simões, "Study of the switching problem with abandonment option: an Application to Petroleum Production", Master in Mathematics and Aplications, - IST - IST, 2017.
• Daniela Oliveira, "Writing a pricer in a recombining tree for CDS Options using a HJM model(Cheyette)", Master in Mathematics and Aplications, - IST - IST, 2017.
• Rongjiao Ji, "Modeling Implied Volatility", Master in Mathematics and Aplications, - IST - IST, 2017.
• Hugo Pinto, "Investment in Clean Energy: a Real Options Approach", co-orientado pelo Dr. Daniel Schwarz, Master in Mathematics and Aplications, - IST - IST, 2014.
• Inês Leitão, "Investment under two sources of uncertainty - strategic decisions in offshore petroleum production" , co-orientado por Prof. Verena Hagspiel (NTNU-Noruega),  Master in Mathematics and Aplications, - IST - IST, 2014.
• Pedro Jesus,  "Investment in R\&D centers in the Technology Adoption problem", co-orientado por Prof. Verena Hagspiel (NTNU-Noruega), Master in Mathematics and Aplications, - IST- IST, 2012.
• Pedro Pólvora, "Optimal Value of a Firm Investing in Exogeneous Technology", co-orientadora, orientado por Prof. Manuel Guerra, ISEG, Master in Mathematical Finance, - IST, ISEG, Setembro 2012.
• Verónica Martins, "Optimal Technology Adoption when the Arrival Rate of New Technology Changes: Further Results and Extensions", co-orientado por Prof. Verena Hagspiel (NTNU-Noruega), Master in Mathematics and Aplications, - IST - IST, 2012.
• Francisco Macedo, "Investment Policies in Competitive Products: Further Results and Extensions", co-orientado por Prof. Peter Kort (Tilburg University - Holanda), Master in Mathematics and Aplications, - IST - IST, 2012.
• Nuno Calaim, "Optimal Investment Policy in Competitive Products",  co-orientado por Prof. Peter Kort (Tilburg University - Holanda), Master in Mathematics and Aplications, - IST - IST, 2011.
• Débora Ricardo, "Generalizações do Movimento Geométrico Browniano com Saltos", Master in Mathematics and Aplications, - IST - IST, 2011.
• Daniel Peixeiro, "Models of forecast of electricity prices", Master in Mathematics and Aplications, - IST - IST, 2009.
• Sílvia Nobre, "First Passage Times in Ito Processes Considering a Jump Scenario - Applications in Finance", Master in Mathematics and Aplications, - IST- IST, 2008. 
• Bruno Silva, "Análise de Opções Reais no Processo de Relocalização", Master in Mathematics and Aplications, - IST - IST,  orientação conjunta com Prof. Gualter Couto (co-orientador, Universidade dos Açores), Novembro de 2007.
• Tânia Marques e Silva, "Statistical Models to Predict Electricity Prices", Master in Mathematics and Aplications, - IST- IST, orientação conjunta com Prof. António Pacheco (co-orientador, IST), Abril de 2007.