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Allan Jonathan da Silva

Observed names: Allan Jonathan Silva, Allan J da Silva, Allan J. da Silva, Allan Jonathan Da Silva, Allan Jonathan Silva, Silva, Allan Jonathan da
ORCID: 0000-0001-9763-6395
Observed ORCID: 0000-0001-9763-6395
OpenAlex ID: A5017042073
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
2015 · Allan Jonathan da Silva, Jack Baczynski, et al. · Journal of Computational and Applied Mathematics · 12
Discretely Distributed Scheduled Jumps and Interest Rate Derivatives: Pricing in the Context of Central Bank Actions
2024 · Allan Jonathan da Silva, Jack Baczynski · Economies · 7
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Path-Dependent Interest Rate Option Pricing with Jumps and Stochastic Intensities
2019 · Allan Jonathan da Silva, Jack Baczynski, et al. · Lecture notes in computer science · 7
Pricing and hedging barrier options
2018 · Estevão Rosalino, Allan J. da Silva, et al. · Applied Stochastic Models in Business and Industry · 7
Recovering Probability Functions With Fourier Series
2023 · Allan Jonathan da Silva, Jack Baczynski, et al. · Pesquisa Operacional · 6
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Efficient pricing of path‐dependent interest rate derivatives
2024 · Allan Jonathan da Silva, Jack Baczynski, et al. · Applied Stochastic Models in Business and Industry · 4
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Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives
2024 · Allan Jonathan da Silva, Jack Baczynski · Computational Management Science · 3
On the Interest Rate Derivatives Pricing with Discrete Probability Distribution and Calibration with Genetic Algorithm
2023 · Allan Jonathan da Silva, Leonardo Fagundes de Mello · International Journal of Economics and Finance · 3
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Statistical learning for maintenance optimization: modeling the hazard function with variable recovery factors
2024 · Fábio Lucas Costa De Souza, Allan Jonathan Da Silva · Revista de Gestão e Secretariado (Management and Administrative Professional Review) · 2
Hedging Interest Rate Options with Reinforcement Learning: an investigation of a heavy-tailed distribution
2023 · Allan Jonathan Da Silva, Jack Baczynski, et al. · Business and Management Studies · 2
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A Short‐Rate Model With Stochastic Long‐Term Mean and Volterra‐Type Memory: Risk Implications for Bonds and Option Pricing
2026 · Allan Jonathan da Silva · Applied Stochastic Models in Business and Industry · 1
Avaliação de métodos de séries temporais para a previsão de demanda no mercado de pneus
2024 · Ilana Barroso Kessous, Beatriz de Oliveira Dos Santos, et al. · Revista de Gestão e Secretariado (Management and Administrative Professional Review) · 1
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Maximizando os Retornos de Portfólios de ETFs: a eficácia do algoritmo evolutivo hall of fame em rebalanceamento dinâmico
2024 · Francisco Santos De Melo, Pedro Aleixo Esteves Da Silva, et al. · Revista de Gestão e Secretariado (Management and Administrative Professional Review) · 1
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Custos De Produção De Artigos Têxteis E Avaliação Da Possibilidade De Terceirização Da Fabricação Após a Reorganização Do Arranjo Físico
2016 · Marcelo Aguiar Baptista, Allan Jonathan Da Silva, et al. · ABCustos · 1
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A More Efficient Mathematical Approach to the Portfolio Optimization Problem Applied in the Brazilian Stock Market
2014 · Allan Jonathan da Silva · Revista de Engenharia da Universidade Católica de Petrópolis · 1
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Co-Designing an Immersive Virtual Reality Serious Game for Recycling Education With Children: Participatory Design Study and Formative Evaluation (Preprint)
2026 · Thiago Porcino, Allan Jonathan da Silva, et al.
Reliability engineering applied to maintenance optimization: a case study of injection molding machines in a Brazilian pen manufacturing industry
2026 · Thayná T Silva, Thais S Gomes, et al. · Engineering Research Express
Beyond static schedules: Dynamic maintenance optimization with double deep reinforcement learning
2026 · Allan Jonathan da Silva, Luís Domingues Tomé Jardim Tarrataca, et al. · Computers & Industrial Engineering
On the Joint Calibration of Bonds and Path-dependent Interest Rate Derivatives
2026 · Allan Jonathan Silva, Jack Baczynski · SSRN Electronic Journal
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Bond pricing and yield curve derivation in an extended Keynesian term structure model
2025 · Allan Jonathan da Silva · Applied Economics Letters
A reliability model for non-isothermal isotropic damages
2024 · Allan Jonathan Da Silva, Felipe Do Carmo Amorim · DYNA
A Stochastically Correlated Bivariate Square-Root Model
2024 · Allan Jonathan Da Silva, Jack Baczynski, et al. · International Journal of Financial Studies
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Optimization of preventive maintenance in production lines: an approach based on reliability statistics
2024 · Geovane Rodrigues Dos Santos, Thuyanne Kamilah Leitão Reis Da Silva, et al. · Contribuciones a las Ciencias Sociales
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A Note on Delta Hedging of Higher-order Interest Rate Derivatives
2024 · Allan Jonathan da Silva, Jack Baczynski, et al. · International Journal of Managerial Studies and Research
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Análise do custo de garantia para equipamentos com dois modos de falha dependentes
2023 · Fernanda Márcia da Silveira Esteves, Allan Jonathan da Silva, et al. · REMAT Revista Eletrônica da Matemática
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Works count: 33
Citation count: 58
H-index: 5
I10-index: 1
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