José Da Fonseca

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

On moment non-explosions for Wishart-based stochastic volatility models.

José Da Fonseca

Eur. J. Oper. Res., 2016

2015

Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models.

José Da Fonseca, Alessandro Gnoatto, Martino Grasselli

Oper. Res. Lett., 2015