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Disambiguation of "Fonseca, José Da"

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

. Eur. J. Oper. Res., 254 (3): 889-894 (2016)

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Katharina Da Fonseca

José Francisco Fonseca Ramos

Pedro José Sousa da Fonseca

Marco Jose Da Silva

Humberto Jorge José

 

Other publications of authors with the same name

Visual Information Processing from the Viewpoint of Symbolic Operations., , and . IWANN, volume 930 of Lecture Notes in Computer Science, page 260-267. Springer, (1995)A Minimal System for the Study of Relationships between Brain Processes and Psychological Events., , , , , , and . EUROCAST, volume 410 of Lecture Notes in Computer Science, page 253-266. Springer, (1989)The Chemical Metaphor in Neural Computation., , , and . IWANN (1), volume 2084 of Lecture Notes in Computer Science, page 184-195. Springer, (2001)Dentritic Computation in the Brain., , and . IWANN, volume 930 of Lecture Notes in Computer Science, page 268-275. Springer, (1995)Cognitive Processes in Social Interaction - A Neural Networks Approach., , and . IWANN, volume 1240 of Lecture Notes in Computer Science, page 660-667. Springer, (1997)Vision-An Essay from a Computational View Point., , and . EUROCAST, volume 5717 of Lecture Notes in Computer Science, page 143-151. Springer, (2009)Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models., , and . Oper. Res. Lett., 43 (6): 601-607 (2015)On moment non-explosions for Wishart-based stochastic volatility models.. Eur. J. Oper. Res., 254 (3): 889-894 (2016)Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit, and . Journal of Futures Markets, 34 (6): 548--579 (2014)Dynamics of implied volatility surfaces, and . Quantitative Finance, 2 (1): 45--60 (2002)