José Da Fonseca

Orcid: 0000-0002-6882-4511

According to our database1, José Da Fonseca authored at least 2 papers between 2015 and 2016.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2016
On moment non-explosions for Wishart-based stochastic volatility models.
Eur. J. Oper. Res., 2016

2015
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models.
Oper. Res. Lett., 2015


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