2 citations · 3 across the 2 of their papers we have counts for
3 papers
math.OC2020★ 1 cited
Feed-in Tariff Contract Schemes and Regulatory Uncertainty
Luciana Barbosa, Cláudia Nunes, Artur Rodrigues +1
This paper presents a novel analysis of two feed-in tariffs (FIT) under market and regulatory uncertainty, namely a sliding premium with cap and floor and a minimum price guarantee…
math.CA2019★ 2 cited
Study of the Particular Solution of a Hamilton-Jacobi-Bellman Equation for a Jump-Diffusion Process
Cláudia Nunes, Rita Pimentel, Ana Prior
We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion pr…
math.PR2017
Optimal stopping of one-dimensional diffusions with integral criteria
Manuel Guerra, Cláudia Nunes, Carlos Oliveira
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The res…