The following pages link to José Da Fonseca (Q265649):
Displaying 14 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- A flexible matrix Libor model with smiles (Q318337) (← links)
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Riding on the smiles (Q2866376) (← links)
- HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
- A multifactor volatility Heston model (Q3539544) (← links)
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- Dynamics of implied volatility surfaces (Q4646769) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
