Title:

Option Prices for Risk-Neutral Density Estimation Using Nonparametric Methods through Big Data and Large-Scale Problems

Authors:

Ana M. Monteiro (U Coimbra, CeBER, U Coimbra)
António Santos (U Coimbra, CeBER, U Coimbra)

Journal:

Journal of Futures Markets

Year:

2022

Volume:

42

Number:

1

Pages:

152-171