Ana Margarida Monteiro

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

Luís N. Vicente, Reha H. Tütüncü, Ana Margarida Monteiro, 2008, Eur. J. Oper. Res..

Troia Roman baths (Portugal) – Assessment of history of interventions

Paulina Faria, Ana Margarida Monteiro, 2006 .

Estimation of risk-neutral density surfaces

Luís N. Vicente, Reha H. Tütüncü, Ana Margarida Monteiro, 2011, Comput. Manag. Sci..

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

Ana Margarida Monteiro, Rui Pascoal, A. M. Monteiro, 2014, Entropy.