"Estimation of risk-neutral density surfaces."

Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente (2011)

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DOI: 10.1007/S10287-010-0126-3

access: closed

type: Journal Article

metadata version: 2020-05-10

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Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente:
Estimation of risk-neutral density surfaces. Comput. Manag. Sci. 8(4): 387-414 (2011)

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