Monteiro, Ana Margarida

Network Lab View Statistics Email Alert RSS Feed
 Claim profile

Profile

Loading... 2 0 20 0 false
 
Credit Name
Monteiro, Ana Margarida
 
Name
Monteiro, Ana Margarida
 
Unidade de I&D
 
Email
ammm@fe.uc.pt
 
ORCID
 
Scopus Author ID
 
Status
UC Researcher
Loading... 3 0 20 0 false

Publications
(All)

Refined By:
Author:  Monteiro, A. M.

Results 1-6 of 6 (Search time: 0.004 seconds).

Issue DateTitleAuthor(s)TypeAccess
12008Dynamic evolution for risk-neutral densitiesMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís Nunes preprintopenAccess
228-Apr-2008Estimação de funções de densidade neutras face ao risco através de preços de opçõesMonteiro, Ana Margarida Machado doctoralThesisopenAccess
32010Estimation of Risk-Neutral Density SurfacesMonteiro, A. M. ; Tütüncü, R. H. ; Vicente, L. N. workingPaperopenAccess
428-Feb-2019Kernel density estimation using local cubic polynomials through option prices applied to intraday dataMonteiro, Ana Margarida Machado ; Santos, António Alberto Ferreira articleopenAccess
52014Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy AnalysisPascoal, Rui ; Monteiro, Ana Margarida articleopenAccess
62008Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativityMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís N. articleopenAccess