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2. Valuing American options using fast recursive projections. (2016). Scaillet, Olivier ; Cosma, Antonio ; Galluccio, Stefano ; Pederzoli, Paola.
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3. Early exercise decision in American options with dividends, stochastic volatility and jumps. (2016). Scaillet, Olivier ; Cosma, Antonio ; Galluccio, Stefano ; Pederzoli, Paola.
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4. Valuing American options using fast recursive projections. (2015). Scaillet, Olivier ; Cosma, Antonio ; Galluccio, Stefano ; Pederzoli, Paola.
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5. Valuing American options using fast recursive projections. (2012). Scaillet, Olivier ; Cosma, Antonio ; Galluccio, Stefano.
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1. Sieve estimation of option-implied state price density. (2021). Qu, Zhongjun ; Lu, Junwen.
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   RePEc:eee:econom:v:224:y:2021:i:1:p:88-112.

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2. A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G.
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3. A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G.
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4. The Implied Risk Neutral Density Dynamics: Evidence from the S&P TSX 60 Index. (2017). Souissi, Nessim.
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5. Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas. (2015). Gatfaoui, Hayette.
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   RePEc:eee:enepol:v:87:y:2015:i:c:p:270-283.

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6. Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Jacobs, Kris ; Young, BO.
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7. HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING. (2012). Tunaru, Radu S ; Toscano, Pietro ; Leccadito, Arturo.
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8. Extracting expectations from currency option prices: a comparison of methods. (2005). Micu, Marian.
   In: Computing in Economics and Finance 2005.
   RePEc:sce:scecf5:226.

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9. Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options. (2005). Hadri, Kaddour ; Bu, Ruijun.
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10. Estimation of risk-neutral densities using positive convolution approximation. (2003). Bondarenko, Oleg.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:116:y:2003:i:1-2:p:85-112.

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11. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:11:p:2095-2114.

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12. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:11-12:p:2095-2114.

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13. Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Foresi, Silverio .
    In: Finance.
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14. Testing the stability of implied probability density functions. (2002). Bliss, Robert R. ; Panigirtzoglou, Nikolaos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:381-422.

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15. Reading PIBOR futures options smiles: The 1997 snap election. (2001). Rockinger, Michael ; Jondeau, Eric ; Coutant, Sophie .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:11:p:1957-1987.

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16. Gram-Charlier densities. (2001). Rockinger, Michael ; Jondeau, Eric.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:10:p:1457-1483.

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17. Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives. (2000). .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:2:p:113-125.

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18. A 2 DIMENSIONAL PDE FOR DISCRETE ASIAN OPTIONS. (2000). Benhamou, Eric ; Duguet, Alexandre .
    In: Computing in Economics and Finance 2000.
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19. Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40. (2000). CAPELLE-BLANCARD, Gunther ; Jurczenko, Emmanuel.
    In: Cahiers de la Maison des Sciences Economiques.
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20. Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40. (2000). CAPELLE-BLANCARD, Gunther ; Jurczenko, Emmanuel.
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21. Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40. (2000). CAPELLE-BLANCARD, Gunther ; Jurczenko, Emmanuel.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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22. Reading the smile: the message conveyed by methods which infer risk neutral densities. (2000). Rockinger, Michael ; Jondeau, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:6:p:885-915.

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23. Econometric specification of the risk neutral valuation model. (2000). Monfort, Alain ; gourieroux, christian ; Clement, E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:94:y:2000:i:1-2:p:117-143.

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24. Approximating payoffs and pricing formulas. (2000). darolles, serge ; Laurent, Jean-Paul.
    In: Journal of Economic Dynamics and Control.
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25. Testing the stability of implied probability density functions. (2000). Bliss, Robert R ; Panigirtzoglou, Nikolaos.
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26. The Information Content of Interest Rate Futures Options. (1999). Mc Manus, Des, .
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27. Econometric specification of the risk neutral valuation model. (1997). Monfort, Alain ; gourieroux, christian ; Clement, E.
    In: CEPREMAP Working Papers (Couverture Orange).
    RePEc:cpm:cepmap:9706.

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28. Options and volatility. (1996). Nandi, Saikat ; Abken, Peter A..
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    RePEc:fip:fedaer:y:1996:i:dec:p:21-35:n:v.81no3-6.

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29. American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation. (1996). Ghysels, Eric ; Detemple, Jerome ; Torres, Olivier ; Broadie, Mark.
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