Reha H. Tutuncu
AuthID: R-006-MCD
1
TITLE: Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity Full Text
AUTHORS: Ana Margarida Monteiro ; Reha H Tutuncu; Luis N Vicente ;
PUBLISHED: 2008, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 187, ISSUE: 2
AUTHORS: Ana Margarida Monteiro ; Reha H Tutuncu; Luis N Vicente ;
PUBLISHED: 2008, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 187, ISSUE: 2
