Browsing by Author Monteiro, Ana Margarida
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Issue Date | Title | Author(s) | Type | Access |
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2014 | Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis | Pascoal, Rui ; Monteiro, Ana Margarida | article | openAccess |
27-Sep-2019 | Preços de opções e expectativas implícitas dos investidores relativamente aos índices S&P500 e VIX | Fernandes, Sara Isabel Cerqueira | masterThesis | embargoedAccess |
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 |