Author

Name:
Joao Guerra
e-mail:
jguerra@iseg.utl.pt
FCT research center:
Centro de Matemática Aplicada à Previsão e Decisão Económica - CEMAPRE (2015)
REBIDES institution:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2015)
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012). Institution: U Lisboa.

Implied Risk Neutral Densities from Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions 12.51
Andre Santos, Joao Guerra
Journal of Futures Markets, vol. 35, 2015, p. 655-678.

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