Browsing by Author Tütüncü, Reha H.
Results 1 to 3 of 3
Issue Date | Title | Author(s) | Type | Access |
---|---|---|---|---|
2008 | Dynamic evolution for risk-neutral densities | Monteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís Nunes | preprint | openAccess |
2010 | Estimation of Risk-Neutral Density Surfaces | Monteiro, A. M. ; Tütüncü, R. H. ; Vicente, L. N. | workingPaper | openAccess |
2008 | Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity | Monteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís N. | article | openAccess |