Estimation of risk-neutral density surfaces

Ana Margarida Monteiro, Reha H. Tütüncü, Luís N. Vicente. Estimation of risk-neutral density surfaces. Comput. Manag. Science, 8(4):387-414, 2011. [doi]

@article{MonteiroTV11,
  title = {Estimation of risk-neutral density surfaces},
  author = {Ana Margarida Monteiro and Reha H. Tütüncü and Luís N. Vicente},
  year = {2011},
  doi = {10.1007/s10287-010-0126-3},
  url = {https://doi.org/10.1007/s10287-010-0126-3},
  researchr = {https://researchr.org/publication/MonteiroTV11},
  cites = {0},
  citedby = {0},
  journal = {Comput. Manag. Science},
  volume = {8},
  number = {4},
  pages = {387-414},
}