Ana Margarida Monteiro

Publication Activity (10 Years)

Years Active: 2008-2014
Publications (10 Years): 0

Top Topics

Multiresolution Analysis

Multiresolution

Decision Making

Top Venues

Publications

Rui Pascoal, Ana Margarida Monteiro
Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis. Entropy 16 (5) (2014)
Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
Estimation of risk-neutral density surfaces. Comput. Manag. Sci. 8 (4) (2011)
Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. Eur. J. Oper. Res. 187 (2) (2008)