Browsing by Author Tütüncü, Reha H.

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Issue DateTitleAuthor(s)TypeAccess
2008Dynamic evolution for risk-neutral densitiesMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís Nunes preprintopenAccess
2010Estimation of Risk-Neutral Density SurfacesMonteiro, A. M. ; Tütüncü, R. H. ; Vicente, L. N. workingPaperopenAccess
2008Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativityMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís N. articleopenAccess