Jos\'e Da Fonseca

Identifiers

• name variant Jos\'e Da Fonseca 0.60 · backfill

Papers (2)

1. The $\alpha$-Hypergeometric Stochastic Volatility Model q-fin.PR · 2014 · author #1
2. A flexible matrix Libor model with smiles q-fin.PR · 2012 · author #1

Mentions

• 1409.5142 #1 · backfill · confidence 0.70 Jos\'e Da Fonseca
• 1203.4786 #1 · backfill · confidence 0.70 Jos\'e Da Fonseca

Frequent Coauthors

• Alessandro Gnoatto 1 shared papers
• Claude Martini 1 shared papers
• Martino Grasselli 1 shared papers