Rui Vilela Mendes
Names
| first: |
Rui |
| middle: |
Vilela |
| last: |
Mendes |
Identifer
Contact
Affiliations
-
Centro de Matemática e Aplicações Fundamentais, Universidade de Lisboa
- http://cmaf.fc.ul.pt
- location: Portugal, Lisboa
Research profile
author of:
- The fractional volatility model: An agent-based interpretation (RePEc:arx:papers:0706.3827)
by R. Vilela Mendes - The fractional volatility model: No-arbitrage, leverage and risk measures (RePEc:arx:papers:1007.2817)
by R. Vilela Mendes & Maria Jo~ao Oliveira - Portfolios and the market geometry (RePEc:arx:papers:1108.4102)
by Samuel Eleut'erio & Tanya Ara'ujo & R. Vilela Mendes - The fractional volatility model: No-arbitrage, leverage and completeness (RePEc:arx:papers:1205.2866)
by R. Vilela Mendes & M. J. Oliveira & A. M. Rodrigues - A process-reconstruction analysis of market fluctuations (RePEc:arx:papers:cond-mat/0102301)
by R. Vilela Mendes & R. Lima & T. Araujo - Reconstructing an economic space from a market metric (RePEc:arx:papers:cond-mat/0211108)
by R. Vilela Mendes & Tanya Ara'ujo & Francisco Louc{c}~a - Option pricing with fractional volatility (RePEc:arx:papers:cond-mat/0404684)
by Rui Vilela Mendes & Maria Joao Oliveira - A data-reconstructed fractional volatility model (RePEc:arx:papers:math/0602013)
by Rui Vilela Mendes & M. J. Oliveira - Characterizing self-organization and coevolution by ergodic invariants (RePEc:eee:phsmap:v:276:y:2000:i:3:p:550-571)
by Mendes, R.Vilela - Structure-generating mechanisms in agent-based models (RePEc:eee:phsmap:v:295:y:2001:i:3:p:537-561)
by Mendes, R.Vilela - Reconstructing an economic space from a market metric (RePEc:eee:phsmap:v:323:y:2003:i:c:p:635-650)
by Vilela Mendes, R. & Araújo, Tanya & Louçã, Francisco - The fractional volatility model: An agent-based interpretation (RePEc:eee:phsmap:v:387:y:2008:i:15:p:3987-3994)
by Vilela Mendes, R. - No-arbitrage, leverage and completeness in a fractional volatility model (RePEc:eee:phsmap:v:419:y:2015:i:c:p:470-478)
by Vilela Mendes, R. & Oliveira, M.J. & Rodrigues, A.M. - Long-range connections and mixed diffusion in fractional networks (RePEc:ise:isegwp:wp012022)
by Rui Vilela Mendes & Tanya Araujo - Long-range connections and mixed diffusion in fractional networks (RePEc:ise:isegwp:wp022023)
by Tanya Araújo & Rui Vilela Mendes - Portfolios and the market geometry (RePEc:ise:isegwp:wp092012)
by Samuel Eleutério & Tanya Araújo & R. Vilela Mendes - Innovation Success and Structural Change: An Abstract Agent Based Study (RePEc:ise:isegwp:wp252007)
by Tanya Araújo & Rui Vilela Mendes - Market-oriented innovation: When is it profitable? An abstract agent-based study (RePEc:ise:isegwp:wp312006)
by Tanya Araujo & R. Vilela Mendes - Function and form in networks of interacting agents (RePEc:ise:isegwp:wp32001)
by Tanya Araújo & R. Vilela Mendes - Characterizing self-organization and coevolution by ergodic invariants (RePEc:ise:isegwp:wp61999)
by Rui Vilela Mendes - Network Dependence Of Strong Reciprocity (RePEc:wsi:acsxxx:v:07:y:2004:i:03n04:n:s0219525904000226)
by R. Vilela Mendes - Innovation And Self-Organization In A Multi-Agent Model (RePEc:wsi:acsxxx:v:12:y:2009:i:02:n:s0219525909002180)
by Tanya Araújo & R. Vilela Mendes - Long Range Dependence And The Dynamics Of Exploited Fish Populations (RePEc:wsi:acsxxx:v:18:y:2015:i:07n08:n:s0219525915500174)
by Hugo C. Mendes & Alberto Murta & R. Vilela Mendes - A Data-Reconstructed Fractional Volatility Model (RePEc:zbw:ifwedp:7284)
by Mendes, Rui Vilela & Oliveira, Maria J.