Items where Author is "Dias, J C"
Journal Article
Shackleton, M B and Dias, J C (2011) Hysteresis effects under stochastic interest rates. European Journal of Operational Research, 211. pp. 594-600. ISSN 0377-2217
Shackleton, M B and Dias, J C (2009) Durable vs disposable equipment choice under interest rate uncertainty. European Journal of Finance, 15 (2). pp. 157-167. ISSN 1351-847X
Monograph
Dias, J C and Shackleton, M B (2010) Hysteresis Effects under CIR Interest Rates. Working Paper. The Department of Accounting and Finance, Lancaster University.
Dias, J C and Shackleton, M B (2008) Economic hysteresis effects and hitting time densities for CIR diffusions. Working Paper. The Department of Accounting and Finance, Lancaster University.
Dias, J C and Shackleton, M B (2005) Investment hysteresis under stochastic interest rates. Working Paper. The Department of Accounting and Finance, Lancaster University.