Ana Margarida Machado Monteiro


AuthID: R-000-PBN

Confirmed Publications: 1



1
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

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