Ana Margarida Monteiro

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimation of risk-neutral density surfaces
Computational Management Science
2011-11-15Paper
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
European Journal of Operational Research
2007-12-12Paper


Research outcomes over time


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