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Author

Name:
Rui Vilela Mendes
Educations:
Ph D: U Texas, Physics, 1974
Bachelor: UTL, Electrical Engineering, 1961
e-mail:
vilela@label2.ist.utl.pt
URL:
http://label2.ist.utl.pt/vilela/
Ideas:
http://ideas.repec.org/e/pme147.html
Articles 2:

The Fractional Volatility Model and Rough Volatility
Rui Vilela Mendes
International Journal Of Theoretical And Applied Finance, vol. 26, 2023, p. .

A Process-Reconstruction Analysis of Market Fluctuations
Rui Vilela Mendes, Ricardo Lima, Tanya Araújo
International Journal Of Theoretical And Applied Finance, vol. 5, 2002, p. 797-821.

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