Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/87206
Title: Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
Authors: Monteiro, Ana M.
Santos, Antonio A. F.
Issue Date: 20-Mar-2019
URI: http://hdl.handle.net/10316/87206
DOI: 10.1007/s11147-019-09156-x
Rights: embargoedAccess
Appears in Collections:I&D CeBER - Artigos em Revistas Internacionais

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