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Other IDs

Scopus Author ID: 55237358800
ResearcherID: O-1328-2016
Ciência ID: 451F-D9DE-9845

Activities

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Funding (8)

Centro de Matemática Computacional e Estocástica

2019-01-01 to 2019-12-31 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

UID/Multi/04621/2019
Source: check_circle
CIÊNCIAVITAE

Análise Estatística Robusta de Dados Financeiros

2018-10 to 2021-09 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

PTDC/EGE-ECO/30535/2017
Source: check_circle
CIÊNCIAVITAE

Análise Estocástica e Aproximações Numéricas em Matemática Financeira (SANAF)

2011-06 to 2014-12 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

UTA_CMU/MAT/0006/2009
Source: check_circle
CIÊNCIAVITAE

Projecto Estratégico - UI 822 - 2011-2012

2011-01-01 to 2013-12-31 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

PEst-OE/MAT/UI0822/2011
Source: check_circle
CIÊNCIAVITAE

Novos algoritmos numéricos paralelos para os actuais e futuros supercomputadores de alto desempenho

2010-01 to 2012-12 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

PTDC/EIA-CCO/098910/2008
Source: check_circle
CIÊNCIAVITAE

Matemática Aplicada: de sistemas dinâmicos a criptografia

2009-09 to 2013-08 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

UTAustin/MAT/0057/2008
Source: check_circle
CIÊNCIAVITAE

Medição, Modelação e Análise Estatística de Tráfego Internet

2005-01 to 2008-03 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

POSC/EIA/60061/2004
Source: check_circle
CIÊNCIAVITAE

QuantLog: Lógica para Computação e Informação Quântica

2005-01 to 2007-12 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

POCI/MAT/55796/2004
Source: check_circle
CIÊNCIAVITAE

Works (22)

Investment in two alternative projects with multiple switches and the exit option

Mathematics and Financial Economics
2023-12 | Journal article
DOI: 10.1007/s11579-023-00343-x
Contributors: Igor V. Kravchenko; Cláudia Nunes; Carlos Oliveira
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Preventive investment, malfunctions and liability

International Journal of Production Economics
2023-09 | Journal article
DOI: 10.1016/j.ijpe.2023.108930
Contributors: Peter Kort; Maria Lavrutich; Cláudia Nunes; Carlos Oliveira
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Quasi-Analytical Solution of an Investment Problem with Decreasing Investment Cost Due to Technological Innovations

Journal of Economics & Dynamic Control
2021 | Journal article
SOURCE-WORK-ID:

cv-prod-id-2542945
Contributors: Nunes, Cláudia
Source: check_circle
CIÊNCIAVITAE

Study of the particular solution of a differential-difference equation

RevStat
2021 | Journal article
SOURCE-WORK-ID:

cv-prod-id-2543356
Contributors: Nunes, Cláudia
Source: check_circle
CIÊNCIAVITAE

Capacity optimization of an innovating firm

International Journal of Production Economics
2021-03 | Journal article
DOI: 10.1016/j.ijpe.2020.108021
Contributors: Verena Hagspiel; Peter M. Kort; Cláudia Nunes; Rita Pimentel; Kristian Støre
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Green investment under time-dependent subsidy retraction risk

Journal of Economic Dynamics and Control
2020-05 | Journal article
DOI: 10.1016/j.jedc.2020.103936
SOURCE-WORK-ID:

cv-prod-id-2543055

ISSN: 0165-1889
Contributors: Hagspiel, Verena; Nunes, Cláudia; Oliveira, Carlos; Portela, Manuel
Source: check_circle
CIÊNCIAVITAE

Optimal stopping of one-dimensional diffusions with integral criteria

Journal of Mathematical Analysis and Applications
2020-01 | Journal article
DOI: 10.1016/j.jmaa.2019.123473
SOURCE-WORK-ID:

cv-prod-id-2543423

ISSN: 0022-247X
Contributors: Guerra, Manuel; Nunes, Cláudia; Oliveira, Carlos
Source: check_circle
CIÊNCIAVITAE

The optimal stopping problem revisited

Statistical Papers
2019 | Journal article
DOI: 10.1007/s00362-019-01088-w
EID:

2-s2.0-85061049433
Contributors: Guerra, M.; Nunes, C.; Oliveira, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

High-speed rail transport valuation with stochastic demand and investment cost

Transportmetrica A: Transport Science
2018 | Journal article
DOI: 10.1080/23249935.2017.1384936
EID:

2-s2.0-85031107595
Contributors: Pimentel, P.; Nunes, C.; Couto, G.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Hysteresis due to irreversible exit: Addressing the option to mothball

Journal of Economic Dynamics and Control
2018 | Journal article
DOI: 10.1016/j.jedc.2018.04.009
EID:

2-s2.0-85047644131
Contributors: Guerra, M.; Kort, P.; Nunes, C.; Oliveira, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Switching from oil to gas production in a depleting field

European Journal of Operational Research
2018-12 | Journal article
DOI: 10.1016/j.ejor.2018.05.043
Contributors: Kristian Støre; Stein-Erik Fleten; Verena Hagspiel; Cláudia Nunes
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Exit option for a class of profit functions

International Journal of Computer Mathematics
2017 | Journal article
DOI: 10.1080/00207160.2016.1227435
EID:

2-s2.0-85032991063
Contributors: Guerra, M.; Nunes, C.; Oliveira, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Analytical solution for an investment problem under uncertainties with shocks

European Journal of Operational Research
2017-06 | Journal article
DOI: 10.1016/j.ejor.2017.01.008
Contributors: Cláudia Nunes; Rita Pimentel
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

How to escape a declining market: Capacity investment or Exit?

European Journal of Operational Research
2016 | Journal article
DOI: 10.1016/j.ejor.2016.04.009
EID:

2-s2.0-84966269258
Contributors: Hagspiel, V.; Huisman, K.J.M.; Kort, P.M.; Nunes, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

High-speed rail transport valuation and conjecture shocks

European Journal of Finance
2015 | Journal article
DOI: 10.1080/1351847X.2012.665377
EID:

2-s2.0-84934288125
Contributors: Couto, G.; Nunes, C.; Pimentel, P.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Optimal technology adoption when the arrival rate of new technologies changes

European Journal of Operational Research
2015 | Journal article
DOI: 10.1016/j.ejor.2014.12.024
EID:

2-s2.0-84923643740
Contributors: Hagspiel, V.; Huisman, K.J.M.; Nunes, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Some results on relocation policies

European Journal of Finance
2013 | Journal article
DOI: 10.1080/1351847X.2011.606991
Contributors: Azevedo-Pereira, J.; Couto, G.; Nunes, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Optimal timing of relocation

International Journal of Managerial Finance
2010 | Journal article
DOI: 10.1108/17439131011032068
Contributors: Azevedo-Pereira, J.; Couto, G.; Nunes, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Statistical models to predict electricity prices

2008 5th International Conference on the European Electricity Market, EEM
2008 | Conference paper
DOI: 10.1109/EEM.2008.4579004
EID:

2-s2.0-51749109093
Contributors: Nunes, C.; Pacheco, A.; Silva, T.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Sojourn time of elastic flows under perturbation of unresponsive traffic

2006 2nd Conference on Next Generation Internet Design and Engineering, NGI 2006
2006 | Conference paper
DOI: 10.1109/NGI.2006.1678223
EID:

2-s2.0-34250222731
Contributors: Antunes, N.; Nunes, C.; Pacheco, A.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Functionals of Markovian branching D-BMAPs

Stochastic Models
2005 | Journal article
DOI: 10.1081/STM-200058311
Contributors: Antunes, N.; Nunes, C.; Pacheco, A.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Categorical foundations for randomly timed automata

Theoretical Computer Science
2003 | Journal article
DOI: 10.1016/S0304-3975(02)00894-0
Contributors: Mateus, P.; Morais, M.; Nunes, C.; Pacheco, A.; Sernadas, A.; Sernadas, C.
Source: Self-asserted source
Cláudia Nunes via Scopus - Elsevier
grade
Preferred source (of 2)‎

Peer review (7 reviews for 2 publications/grants)

Review activity for European journal of operational research. (6)
Review activity for Journal of mathematics in industry. (1)
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