No-arbitrage, leverage and completeness in a fractional volatility model

Ciência-IUL Publications Publication Detailed Description

Scientific journal paper Q1

Rui Vilela Mendes (Vilela Mendes, R.); Maria João Oliveira (Oliveira, M. J.); Andrea Meireles (Meireles-Rodrigues, A.);

Journal Title

Physica A

Year (definitive publication)

2015

Language

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Netherlands

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Web of Science®

Times Cited: 8

(Last checked: 2024-12-16 20:46)

Article Impact Index: 0.3

Scopus

Times Cited: 9

(Last checked: 2024-12-13 21:58)

Article Impact Index: 0.3

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