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José Da Fonseca
ORCID
Publication Activity (10 Years)
Years Active: 2015-2016
Publications (10 Years): 1
Top Topics
Financial Crisis
Long Term
Stock Trading
Autoregressive
Top Venues
Oper. Res. Lett.
Eur. J. Oper. Res.
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Publications
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José Da Fonseca
On moment non-explosions for Wishart-based stochastic volatility models.
Eur. J. Oper. Res.
254 (3) (2016)
José Da Fonseca
,
Alessandro Gnoatto
,
Martino Grasselli
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models.
Oper. Res. Lett.
43 (6) (2015)