Benavides Perales G, Mora Cuevas IF. Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar. Ensayos [Internet]. 2008 May 1 [cited 2026 Nov. 8];27(1):33-52. Available from: https://ensayos.uanl.mx/index.php/ensayos/article/view/104