Follow
Regina C. B. da Fonseca
Regina C. B. da Fonseca
Professora de Matemática Aplicada
Verified email at ifg.edu.br
Title
Cited by
Cited by
Year
Generalized Ornstein–Uhlenbeck process by Doob’s theorem and the time evolution of financial prices
RCB da Fonseca, A Figueiredo, MT de Castro, FM Mendes
Physica A: Statistical Mechanics and its Applications 392 (7), 1671-1680, 2013
82013
Bypassing the truncation problem of truncated Lévy flights
R Matsushita, S Da Silva, R Da Fonseca, M Nagata
Physica A: Statistical Mechanics and its Applications 559, 125035, 2020
72020
Diffusion equations and the time evolution of foreign exchange rates
A Figueiredo, MT de Castro, RCB da Fonseca, I Gleria
Physics Letters A 377 (25-27), 1571-1581, 2013
42013
On the time-homogeneous Ornstein–Uhlenbeck process in the foreign exchange rates
RCB da Fonseca, RY Matsushita, MT de Castro, A Figueiredo
Physics Letters A 379 (37), 2154-2168, 2015
32015
Using the Lévy sections to reduce risks in the buying strategies and asset sales that value in time
A Figueiredo, MT de Castro, RCB da Fonseca, RY Matsushita
Communications in Nonlinear Science and Numerical Simulation 104, 106023, 2022
2022
The system can't perform the operation now. Try again later.
Articles 1–5