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Artur Rodrigues

Researcher at University of Minho

Publications -  45
Citations -  488

Artur Rodrigues is an academic researcher from University of Minho. The author has contributed to research in topics: Investment (macroeconomics) & Valuation of options. The author has an hindex of 11, co-authored 43 publications receiving 360 citations. Previous affiliations of Artur Rodrigues include University of Porto & Instituto de Biologia Molecular e Celular.

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On improving the least squares Monte Carlo option valuation method

TL;DR: This paper studies various possible approaches to improving the least squares Monte Carlo option valuation method, and suggests a variation to estimating the option continuation value, which can reduce the execution time of the algorithm by one third and compare several variance reduction techniques.
Posted Content

Regulation and marketisation in the Portuguese higher education system

TL;DR: In this paper, the authors studied the higher education market (des)equilibrium and quantified the (mis)match between the two sides of the market, by suggesting and computing a set of strength and weakness indicators.
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Optimal subsidies and guarantees in public–private partnerships

TL;DR: In this article, the authors analyse how certain subsidies and guarantees given to private firms in public-private partnerships should be optimally arranged to promote immediate investment in a real options framework.
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The Valuation of Real Options with the Least Squares Monte Carlo Simulation Method

TL;DR: In this paper, a detailed analysis of the Least Squares Monte Carlo Simulation Method (Longstaff and Schwartz, 2001) and of the extension of Gamba (2003) to value portfolios of real options is presented.