Ana Margarida Monteiro

According to our database, Ana Margarida Monteiro authored at least 3 papers between 2008 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2014

Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis.

Rui Pascoal, Ana Margarida Monteiro

Entropy, 2014

2011

Estimation of risk-neutral density surfaces.

Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente

Comput. Manag. Sci., 2011

2008

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity.

Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente

Eur. J. Oper. Res., 2008