Oliver Salazar Celis

Personal Details

First Name:	Oliver
Middle Name:
Last Name:	Salazar Celis
Suffix:
RePEc Short-ID:	psa1730
	[This author has chosen not to make the email address public]
	https://scholar.google.com/citations?user=9oIGUlkAAAAJ&hl

Affiliation

Universiteit Antwerpen, Departement Wiskunde en Informatica (University of Antwerp, Department of Mathematics and Computer Science)

https://www.uantwerpen.be/en/about-uantwerp/faculties/faculty-of-science/departments/mathematics-computerscience/
Belgium

Citations

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Articles

1. Salazar Celis, Oliver & Liang, Lingzhi & Lemmens, Damiaan & Tempère, Jacques & Cuyt, Annie, 2015. "Determining and benchmarking risk neutral distributions implied from option prices," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 372-387.

   Cited by:

   1. Arindam Kundu & Sumit Kumar & Nutan Kumar Tomar, 2019. "Option Implied Risk-Neutral Density Estimation: A Robust and Flexible Method," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 705-728, August.

More information

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Corrections

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