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2. Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures. (2024). Li, Yifan ; Pham, Manh Cuong ; Nolte, Ingmar.
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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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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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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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47. Confidence Intervals for State Price Densities. (2003). Hlavka, Zdenk.
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48. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
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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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