Vicente, Luís Filipe de Castro Nunes

Loading... 2 0 20 0 false
 
Name
Vicente, Luís Filipe de Castro Nunes
 
Variants
Vicente, Luís Nunes
Vicente, Luís N.
 
 
Status
Former Researcher UC
Loading... 3 0 20 0 false

Publications
(All)

Refined By:
Date Issued:  [2000 TO 2009]
Date Issued:  2008

Results 1-10 of 10 (Search time: 0.037 seconds).

Issue DateTitleAuthor(s)TypeAccess
12008Dynamic evolution for risk-neutral densitiesMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís Nunes preprintopenAccess
228-Apr-2008Estimação de funções de densidade neutras face ao risco através de preços de opçõesMonteiro, Ana Margarida Machado doctoralThesisopenAccess
32008Geometry of interpolation sets in derivative free optimizationConn, A. ; Scheinberg, K. ; Vicente, Luís articleopenAccess
42008A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational resultsSilva, Renata ; Ulbrich, Michael ; Ulbrich, Stefan ; Vicente, Luís Nunes preprintopenAccess
52008Implicitly and densely discrete black-box optimization problemsVicente, L. N. preprintopenAccess
62008Incorporating minimum Frobenius norm models in direct searchCustódio, Ana Luísa ; Rocha, Humberto ; Vicente, Luís Nunes preprintopenAccess
72008Local analysis of the feasible primal-dual interior-point methodSilva, R. ; Soares, J. ; Vicente, L. articleopenAccess
82008Modelling nearby FGK Population I stars: A new form of estimating stellar parameters using an optimization approachFernandes, João Manuel ; Vaz, A. Ismael F. ; Vicente, Luís Nunes preprintopenAccess
92008PSwarm: A hybrid solver for linearly constrained global derivative-free optimizationVaz, A. Ismael F. ; Vicente, L. N. preprintopenAccess
102008Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativityMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís N. articleopenAccess