Please use this identifier to cite or link to this item: https://hdl.handle.net/10316/87206
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dc.contributor.authorMonteiro, Ana M.-
dc.contributor.authorSantos, Antonio A. F.-
dc.date.accessioned2019-06-21T10:34:56Z-
dc.date.available2019-06-21T10:34:56Z-
dc.date.issued2019-03-20-
dc.identifier.urihttps://hdl.handle.net/10316/87206-
dc.language.isoengpt
dc.rightsembargoedAccesspt
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/pt
dc.titleConditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraintspt
dc.typearticle-
dc.peerreviewedyespt
dc.identifier.doi10.1007/s11147-019-09156-xpt
dc.date.embargo2020-03-19*
uc.date.periodoEmbargo365pt
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypearticle-
item.cerifentitytypePublications-
item.grantfulltextopen-
item.fulltextCom Texto completo-
item.languageiso639-1en-
Appears in Collections:I&D CeBER - Artigos em Revistas Internacionais
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