Monteiro, A. M., Tütüncü, R. H., & Vicente, L. N. (2008). Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity.
Chicago Style (17th ed.) CitationMonteiro, Ana Margarida, Reha H. Tütüncü, and Luís N. Vicente. Recovering Risk-neutral Probability Density Functions from Options Prices Using Cubic Splines and Ensuring Nonnegativity. 2008.
MLA (8th ed.) CitationMonteiro, Ana Margarida, et al. Recovering Risk-neutral Probability Density Functions from Options Prices Using Cubic Splines and Ensuring Nonnegativity. 2008.
Warning: These citations may not always be 100% accurate.