Option Prices for Risk-Neutral Density Estimation Using Nonparametric Methods through Big Data and Large-Scale Problems
Ana M. Monteiro, António Santos
Journal of Futures Markets, vol. 42, 2022, p. 152-171.

Conditional Risk-Neutral Density from Option Prices by Local Polynomial Kernel Smoothing with No-Arbitrage Constraints
Ana M. Monteiro, António Santos
Review Of Derivatives Research, vol. 23, 2020, p. 41-61.