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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.
   In: Insurance: Mathematics and Economics.
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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.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2013-026.

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4. Diagnosing affine models of options pricing: Evidence from VIX. (2013). Li, Gang ; Zhang, Chu.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:107:y:2013:i:1:p:199-219.

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5. Semi-parametric estimation of American option prices. (2013). Gagliardini, Patrick ; Ronchetti, Diego.
   In: Journal of Econometrics.
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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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15. Shape-restricted inference for Lorenz curves using duality theory. (2010). Dentcheva, Darinka ; Penev, Spiridon.
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16. Returns of claims on the upside and the viability of U-shaped pricing kernels. (2010). Bakshi, Gurdip ; Panayotov, George ; Madan, Dilip.
    In: Journal of Financial Economics.
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17. Generalized parameter functions for option pricing. (2010). Martzoukos, Spiros H. ; Andreou, Panayiotis C. ; Charalambous, Chris.
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18. Misreaction or misspecification? A re-examination of volatility anomalies. (2010). Tian, Yisong S. ; Jiang, George J..
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19. Retrieving risk neutral densities from European option prices based on the principle of maximum entropy. (2010). Rompolis, Leonidas.
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20. Can We Close the Gap between the Empirical Model and Economic Theory?. (2009). Wolff, Hendrik.
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21. Incorporating Market Information into the Construction of the Fan Chart. (2009). Elekdag, Selim ; Kannan, Prakash.
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22. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation. (2009). Zhang, Xibin ; King, Maxwell ; Brooks, Robert.
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23. Dynamics of state price densities. (2009). Hlavka, Zdenek ; Hardle, Wolfgang.
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24. State price density estimation via nonparametric mixtures. (2009). Yuan, Ming.
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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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26. Measuring expectations in options markets: An application to the SP500 index. (2008). ter Horst, Enrique ; Rodriguez, Abel.
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27. Nonparametric option pricing with no-arbitrage constraints. (2007). Birke, Melanie ; Pilz, Kay F..
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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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29. Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines. (2007). Laurini, Márcio.
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30. Constrained Smoothing Splines for the Term Structure of Interest Rates. (2007). Moura, Marcelo ; Laurini, Márcio.
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31. Pricing and Inference with Mixtures of Conditionally Normal Processes.. (2007). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
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32. Spectral calibration of exponential Lévy models. (2006). Reiss, Markus ; Belomestny, Denis.
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33. Spectral calibration of exponential Lévy Models [1]. (2006). Reiss, Markus ; Belomestny, Denis.
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34. The effect of macroeconomic news on beliefs and preferences: Evidence from the options market. (2006). Beber, Alessandro ; Brandt, Michael W..
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35. Nonparametric state price density estimation using constrained least squares and the bootstrap. (2006). Yatchew, Adonis ; Härdle, Wolfgang ; Hardle, Wolfgang.
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36. Fast algorithm for nonparametric arbitrage-free SPD estimation. (2006). Hlavka, Zdenek .
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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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38. Estimating a convex function in nonparametric regression. (2005). Birke, Melanie ; Dette, Holger.
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39. Strictly monotone and smooth nonparametric regression for two or more variables. (2005). Scheder, Regine ; Dette, Holger.
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40. Dynamics of State Price Densities. (2005). Härdle, Wolfgang ; Hlavka, Zdenek ; Hardle, Wolfgang.
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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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42. Arbitrage-Free Smoothing of the Implied Volatility Surface. (2005). Fengler, Matthias.
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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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44. Pricing European Options by Numerical Replication: Quadratic Programming with Constraints. (2004). .
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45. A selective overview of nonparametric methods in financial econometrics. (2004). Fan, Jianqing.
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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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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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