Ana Margarida Monteiro

(2023) Parallel computing in finance for estimating risk-neutral densities through option prices. Journal of Parallel and Distributed Computing, 173, 61-69.

(2022) Option prices for risk‐neutral density estimation using nonparametric methods through big data and large‐scale problems. Journal of Futures Markets, 42, 152-171.

(2020) Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints. Review of Derivatives Research, 23, 41-61.

(2019) Large scale nonparametric estimation of risk-neutral densities through jointly use of constraints based on call and put option prices. In: Arregui, Iñigo, García, José A., Vázquez, Carlos (Ed.), Proceedings of the 3rd International Conference on Computational Finance 2019 (ICCF2019). Universidade da Coruña, Servizo de Publicacións.

(2016) Size distribution of Portuguese firms between 2006 and 2012. Physica A: Statistical Mechanics and its Applications, 458, 342-355.

(2015) Firm Size Distribution and Economic Conjuncture: The Portuguese case between 2006 and 2012. SCF2015 Stochastics & Computational Finance 2015 – From Academia to Industry.

(2015) Portfolio choice: robust approaches. SCF2015 Stochastics & Computational Finance 2015 – From Academia to Industry.