Please use this identifier to cite or link to this item:
https://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: | https://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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| File | Description | Size | Format | |
|---|---|---|---|---|
| Conditional risk-neutral density.pdf | 965.18 kB | Adobe PDF | View/Open |
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