M. J. Oliveira

Identifiers

• name variant M. J. Oliveira 0.60 · backfill

Papers (2)

1. The fractional volatility model: No-arbitrage, leverage and completeness q-fin.ST · 2012 · author #2
2. A data-reconstructed fractional volatility model math.PR · 2006 · author #2

Mentions

• 1205.2866 #2 · backfill · confidence 0.70 M. J. Oliveira

Frequent Coauthors

• A.M. Rodrigues 1 shared papers
• Rui Vilela Mendes 1 shared papers
• R. Vilela Mendes 1 shared papers