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Publicações

(2020) Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints. Review of Derivatives Research, 23, 41-61.
Autores
(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.
Autores
Editores
(2016) Size distribution of Portuguese firms between 2006 and 2012. Physica A: Statistical Mechanics and its Applications, 458, 342-355.
Autores
(2015) Firm Size Distribution and Economic Conjuncture: The Portuguese case between 2006 and 2012. SCF2015 Stochastics & Computational Finance 2015 – From Academia to Industry.
Autores
(2015) Portfolio choice: robust approaches. SCF2015 Stochastics & Computational Finance 2015 – From Academia to Industry.
Autores

Contactos

Morada

Faculdade de Economia
Universidade de Coimbra
Av. Dias da Silva, 165
3004-512
Portugal

Telefone

Telefone
+351 239 790 526
Extension
500226

Web e Email

Email
ammm@fe.uc.pt