Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/87206
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Monteiro, Ana M. | - |
dc.contributor.author | Santos, Antonio A. F. | - |
dc.date.accessioned | 2019-06-21T10:34:56Z | - |
dc.date.available | 2019-06-21T10:34:56Z | - |
dc.date.issued | 2019-03-20 | - |
dc.identifier.uri | https://hdl.handle.net/10316/87206 | - |
dc.language.iso | eng | pt |
dc.rights | embargoedAccess | pt |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | pt |
dc.title | Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints | pt |
dc.type | article | - |
dc.peerreviewed | yes | pt |
dc.identifier.doi | 10.1007/s11147-019-09156-x | pt |
dc.date.embargo | 2020-03-19 | * |
uc.date.periodoEmbargo | 365 | pt |
item.fulltext | Com Texto completo | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.languageiso639-1 | en | - |
item.openairetype | article | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | open | - |
Appears in Collections: | I&D CeBER - Artigos em Revistas Internacionais |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Conditional risk-neutral density.pdf | 965.18 kB | Adobe PDF | View/Open |
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This item is licensed under a Creative Commons License