Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. - Ana Margarida Monteiro; Reha H. Tütüncü; Luís Nunes Vicente (Eur. J. Oper. Res., 2008)

Estimation of risk-neutral density surfaces. - Ana Margarida Monteiro; Reha H. Tütüncü; Luís Nunes Vicente (Comput. Manag. Sci., 2011)

Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis. - Rui Pascoal; Ana Margarida Monteiro (Entropy, 2014)