Option Prices for Risk-Neutral Density Estimation Using Nonparametric Methods through Big Data and Large-Scale Problems
12.51
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
7.82
Ana M. Monteiro,
António Santos
Review Of Derivatives Research,
vol. 23, 2020, p. 41-61.