Ana Margarida Machado Monteiro


AuthID: R-000-PBN

Confirmed Publications: 5



1
TITLE: Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
AUTHORS: Monteiro, AM ; Santos, AAF;
PUBLISHED: 2020, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 23, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 4
IN MY: ORCID | CIÊNCIAVITAE
2
TITLE: Size distribution of Portuguese firms between 2006 and 2012
AUTHORS: Pascoal, R; Augusto, M ; Monteiro, AM ;
PUBLISHED: 2016, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 458
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
3
4
TITLE: Estimation of risk-neutral density surfaces  Full Text
AUTHORS: Monteiro, AM ; Tutuncu, RH; Vicente, LN ;
PUBLISHED: 2011, SOURCE: Computational Management Science, VOLUME: 8, ISSUE: 4
INDEXED IN: Scopus CrossRef: 3
IN MY: ORCID | CIÊNCIAVITAE
5
TITLE: Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity  Full Text
AUTHORS: Ana Margarida Monteiro ; Reha H Tutuncu; Luis N Vicente ;
PUBLISHED: 2008, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 187, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 22
IN MY: ORCID | CIÊNCIAVITAE

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