Dynamic programming for a Markov-switching jump–diffusion N Azevedo, D Pinheiro, GW Weber Journal of Computational and Applied Mathematics 267, 1-19, 2014 | 60 | 2014 |
Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms I Duarte, D Pinheiro, AA Pinto, SR Pliska Optimization 63 (11), 1737-1760, 2014 | 42 | 2014 |
An overview of optimal life insurance purchase, consumption and investment problems I Duarte, D Pinheiro, AA Pinto, SR Pliska Dynamics, Games and Science I: DYNA 2008, in Honor of Maurício Peixoto and …, 2011 | 21 | 2011 |
SRB measures for polygonal billiards with contracting reflection laws G Del Magno, JL Dias, P Duarte, JP Gaivão, D Pinheiro Communications in Mathematical Physics 329 (2), 687-723, 2014 | 19 | 2014 |
Optimal life-insurance selection and purchase within a market of several life-insurance providers AS Mousa, D Pinheiro, AA Pinto Insurance: Mathematics and Economics 67, 133-141, 2016 | 17 | 2016 |
Chaos in the square billiard with a modified reflection law G Del Magno, JL Dias, P Duarte, JP Gaivão, D Pinheiro Arxiv preprint arXiv:1112.1753, 2011 | 17 | 2011 |
Interaction of two charges in a uniform magnetic field: I. Planar problem D Pinheiro, RS MacKay Nonlinearity 19 (8), 1713, 2006 | 17 | 2006 |
Interaction of two charges in a uniform magnetic field: II. Spatial problem D Pinheiro, RS MacKay Journal of nonlinear science 18, 615-666, 2008 | 11 | 2008 |
Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets L Boukas, D Pinheiro, AA Pinto, SZ Xanthopoulos, AN Yannacopoulos Journal of Difference Equations and Applications 17 (7), 1065-1084, 2011 | 7 | 2011 |
Dynamic programming for semi-Markov modulated SDEs N Azevedo, D Pinheiro, S Pinheiro Optimization 71 (8), 2315-2342, 2022 | 6 | 2022 |
Contingent claim pricing through a continuous time variational bargaining scheme N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos Annals of Operations Research 260, 95-112, 2018 | 3 | 2018 |
A consumption-investment problem with a diminishing basket of goods AS Mousa, D Pinheiro, AA Pinto Operational Research: IO 2013-XVI Congress of APDIO, Bragança, Portugal …, 2015 | 3 | 2015 |
A projected gradient dynamical system modelling the dynamics of bargaining D Pinheiro, AA Pinto, SZ Xanthopoulos, AN Yannacopoulos Journal of Difference Equations and Applications 19 (1), 59-95, 2013 | 3 | 2013 |
Focal decomposition, renormalization and semiclassical physics CAA de Carvalho, M Peixoto, D Pinheiro, AA Pinto Journal of Difference Equations and Applications 17 (7), 1019-1029, 2011 | 3 | 2011 |
Interaction of two charges in a uniform magnetic field D Pinheiro University of Warwick, 2006 | 3 | 2006 |
Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy AS Mousa, D Pinheiro, S Pinheiro, AA Pinto Optimization 73 (2), 359-399, 2024 | 2 | 2024 |
Two-player zero-sum stochastic differential games with random horizon M Ferreira, D Pinheiro, S Pinheiro Advances in Applied Probability 51 (4), 1209-1235, 2019 | 2 | 2019 |
An asymptotic universal focal decomposition for non-isochronous potentials C de Carvalho, M Peixoto, D Pinheiro, A Pinto Transactions of the American Mathematical Society 366 (4), 2227-2263, 2014 | 2 | 2014 |
On a variational sequential bargaining pricing scheme N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos Optimization 62 (11), 1501-1524, 2013 | 2 | 2013 |
Applications of Stochastic Hybrid Systems in Finance BZ Temoçin, GW Weber, N Azevedo, D Pinheiro GAME THEORY AND MANAGEMENT. Collected abstracts of papers presented on the …, 2011 | 2 | 2011 |