ISEG
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Matemática
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CARLOS MIGUEL DOS SANTOS OLIVEIRA
Investigação
Publicações
- Guerra, Manuel, Cláudia Nunes, and Carlos Oliveira. "Exit option for a class of profit functions." International Journal of Computer Mathematics 94.11 (2017): 2178-2193.
- Guerra, Manuel, Peter Kort, Cláudia Nunes and Carlos Oliveira. "Hysteresis due to irreversible exit: Addressing the option to mothball." Journal of Economic Dynamics and Control 92 (2018): 69-83.
- Zervos, Mihail, Carlos Oliveira, and Kate Duckworth. "An investment model with switching costs and the option to abandon." Mathematical Methods of Operations Research 88.3 (2018): 417-443.
- Nunes, Cláudia and Carlos Oliveira Problemas de tempo ótimo de paragem com critério integral, Boletim da Sociedade Portuguesa de Estatística, Outono 2018, 65-70 (2018).
- Guerra, Manuel, Cláudia Nunes, and Carlos Oliveira. "The optimal stopping problem revisited." Statistical Papers (2018): 1-33.
- Oliveira, Carlos, and Nicolas Perkowski. "Optimal investment decision under switching regimes of subsidy support." European Journal of Operational Research (2019).
- Guerra, Manuel, Cláudia Nunes, and Carlos Oliveira. "Optimal stopping of one-dimensional diffusions with integral criteria." Journal of Mathematical Analysis and Applications (2019): 123473.
- De Almeida, Francisco Stefano, Cláudia Nunes, and Carlos Oliveira. "Production processes with different levels of risk: addressing the replacement option." REVSTAT - Statistical Jornal: (2019)
- Hagspiel, Verena, Cláudia Nunes, Carlos Oliveira, and Manuel Portela. "Green investment under time-dependent subsidy retraction risk". Journal of Economic Dynamics and Control (2020): 103936.
- Nunes, Cláudia, Carlos Oliveira and Rita Pimentel. "Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations". Journal of Economic Dynamics and Control (2021): 104154.
- Izquierdo, Yener, Grettel García, Elisa Menendez, Luis André Leme, Angelo Neves, Melissa Lemos, Anna Finamore, Carlos Oliveira and Marco Casanova. "Keyword search over schema-less RDF datasets by SPARQL query compilation". Information Systems (2021): 101814.
- Kort, Peter, Maria Lavrutich, Cláudia Nunes, and Carlos Oliveira (2021). Preventing environmental disasters in investment under uncertainty. Environmental and Resource Economics, 1-22.
Tópicos de investigação
- Investimento sob incerteza;
- Teoria dos tempos ótimos;
- Controlo ótimo estocástico;
- Ciências actuariais;
- Economia e sustentabilidade ambiental.