Logotipo NIPE

People

  • Associate Researcher

Nuno Azevedo

Ph.D in Mathematics Applied to Economics and Management University of Lisbon

Publications

Azevedo, N , Pinheiro, D , & Pinheiro, S

Dynamic programming for semi-Markov modulated SDEs

Optimization DOI
Azevedo, N , Pinheiro, D , Xanthopoulos, S Z , & Yannacopoulos, A N (2015)

Contingent claim pricing through a continuous time variational bargaining scheme

Annals of Operations Research, 1–18 DOI
Azevedo, N , Pinheiro, D , & Weber, G W (2014)

Dynamic programming for a Markov-switching jump-diffusion

Journal of Computational and Applied Mathematics, 267, 1–19 DOI
Azevedo, N , Pinheiro, D , Xanthopoulos, S Z , & Yannacopoulos, A N (2013)

On a variational sequential bargaining pricing scheme

Optimization, 62(11), 1501–1524 DOI
Aguiar-Conraria, L , Azevedo, N , & Soares, M J (2008)

Using wavelets to decompose the time-frequency effects of monetary policy

Physica A: Statistical Mechanics and Its Applications, 387(12), 2863–2878 DOI

Projects

It's All About Productivity: contributions to the understanding of the sluggish performance of the Portuguese economy

Funding: Fundação para a Ciência e Tecnologia

Duration: 2018-10-01 - 2022-09-30

Teaching

Econometria Mestrado
Estatística Aplicada à Ciência Política Licenciatura
Métodos Quantitativos na Administração Pública Licenciatura

SDG