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2. Optimal payoffs under smooth ambiguity. (2025). Vanduffel, Steven ; Wilke, Morten ; Chen, AN.
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3. Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions. (2025). Yamazaki, Akira.
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4. Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel.
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5. International evidence of the forecasting ability of option‐implied distributions. (2024). Vich, Magdalena M ; Vaellosebastia, Antoni ; Serrano, Pedro.
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6. Pricing Kernels and Risk Premia implied in Bitcoin Options. (2023). Hardle, Wolfgang Karl ; Winkel, Julian.
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7. The Pricing Kernel in Options. (2023). Heston, Steven ; Jacobs, Kris ; Kim, Hyung Joo.
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8. Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel.
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9. Time-Varying Risk Aversion and International Stock Returns. (2023). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel.
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10. Recovering subjective probability distributions. (2022). Yamazaki, Akira.
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11. Option pricing with random risk aversion. (2022). Poon, Ser-Huang ; Vitiello, Luiz.
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12. Pricing of index options in incomplete markets. (2022). Freire, Gustavo ; Almeida, Caio.
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13. Estimating real‐world probabilities: A forward‐looking behavioral framework. (2021). Crisóstomo, Ricardo ; Crisostomo, Ricardo.
    In: Journal of Futures Markets.
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14. Estimating real-world probabilities: A forward-looking behavioral framework. (2021). Crisóstomo, Ricardo.
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15. Bilateral multiple gamma returns: Their risks and rewards. (2020). Schoutens, Wim ; Wang, King ; Madan, Dilip B.
    In: International Journal of Financial Engineering (IJFE).
    RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085.

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16. Jump variance risk: Evidence from option valuation and stock returns. (2019). Chang, Yen-Cheng ; Peng, Pohsiang ; Tseng, Kevin ; Cheng, Hungwen.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:7:p:890-915.

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