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1. Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach. (2016). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea.
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2. State price densities implied from weather derivatives. (2015). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda.
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3. State Price Densities implied from weather derivatives. (2013). López Cabrera, Brenda ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda.
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4. Diagnosing affine models of options pricing: Evidence from VIX. (2013). Li, Gang ; Zhang, Chu.
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5. Semi-parametric estimation of American option prices. (2013). Gagliardini, Patrick ; Ronchetti, Diego.
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6. Technical report : Risk-neutral density recovery via spectral analysis. (2013). Monnier, Jean-Baptiste .
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7. Dynamic Functional Data Analysis with Nonparametric State Space Models.. (2012). Laurini, Márcio.
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8. Clustering and Classification in Option Pricing. (2011). Gradojevic, Nikola ; Gencay, Ramazan ; Kukolj, Dragan.
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9. Nonparametric function estimation subject to monotonicity, convexity and other shape constraints. (2011). Shively, Thomas S. ; Walker, Stephen G. ; Damien, Paul.
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10. Implied Volatility Surface: Construction Methodologies and Characteristics. (2011). Homescu, Cristian .
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11. Forecasting with Option Implied Information. (2011). Chang, Bo Young ; Christoffersen, Peter ; Jacobs, Kris.
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12. Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach. (2010). Wolff, Hendrik ; Mittelhammer, Ron ; Heckelei, Thomas.
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13. Nonparametric Estimation of Risk-Neutral Densities. (2010). Schienle, Melanie ; Härdle, Wolfgang ; Grith, Maria ; Hardle, Wolfgang Karl.
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14. Uniform confidence bands for pricing kernels. (2010). Wang, Weining ; Okhrin, Yarema ; Hardle, Wolfgang Karl.
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25. Price Deviations of S&P 500 Index Options from the Black-Scholes Formula Follow a Simple Pattern. (2008). Li, Minqiang.
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28. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
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37. A note on estimating a monotone regression by combining kernel and density estimates. (2005). Birke, Melanie ; Dette, Holger.
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41. A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics. (2005). Mammen, Enno ; Härdle, Wolfgang ; Fengler, Matthias ; Hardle, Wolfgang.
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43. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Duarte, Jefferson ; Longstaff, Francis A. ; Yu, Fan.
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46. IMPOSING MONOTONICITY AND CURVATURE ON FLEXIBLE FUNCTIONAL FORMS. (2004). Wolff, Hendrik ; Mittelhammer, Ron ; Heckelei, Thomas.
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47. Confidence Intervals for State Price Densities. (2003). Hlavka, Zdenk.
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49. Estimation of risk-neutral densities using positive convolution approximation. (2003). Bondarenko, Oleg.
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50. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
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