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2. Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions. (2011). Joshi, Mark ; Ametrano, Ferdinando.
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3. Forecasting with Option Implied Information. (2011). Chang, Bo Young ; Christoffersen, Peter ; Jacobs, Kris.
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4. An Empirical Analysis of the Swaption Cube. (2010). Schwartz, Eduardo S. ; Trolle, Anders B..
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5. Stochastic Modeling of Electricity and Related Markets. (2008). Koekebakker, Steen ; Benth, Jrat Altyt.
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6. Selecting a Bond‐Pricing Model for Trading: Benchmarking, Pooling, and Other Issues. (2008). Vinaimont, Tom ; Sercu, Piet.
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7. Random Correlation Matrix and De-Noising. (2006). Tabata, Yoshio ; Mitsui, Ken-ichi .
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8. Efficient Rank Reduction of Correlation Matrices. (2005). Pietersz, Raoul ; Grubisic, Igor.
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9. Rank Reduction of Correlation Matrices by Majorization. (2005). Pietersz, Raoul ; Groenen, Patrick.
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10. Level-Slope-Curvature - Fact or Artefact?. (2005). Pelsser, Antoon ; Lord, Roger.
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11. Efficient Rank Reduction of Correlation Matrices. (2005). Pietersz, Raoul.
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12. Pricing and hedging interest rate options: Evidence from cap-floor markets. (2005). Gupta, Anurag ; Subrahmanyam, Marti G..
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13. The LIBOR model dynamics: Approximations, calibration and diagnostics. (2005). Brigo, Damiano ; Morini, Massimo ; Mercurio, Fabio.
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14. Rank reduction of correlation matrices by majorization. (2004). Pietersz, Raoul ; Groenen, Patrick ; Groenen, P. J. F., .
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15. Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance. (2004). Pelsser, Antoon ; Schrager, David F..
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1. Estimating the Parameters of Stochastic Volatility Models using Option Price Data. (2012). Hurn, Stan ; Lindsay, Ken ; McClelland, Andrew .
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   RePEc:qut:auncer:2012_11.

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2. Consuming durable goods when stock markets jump: a strategic asset allocation approach. (2012). Amaro de Matos, João ; Silva, Nuno.
   In: GEMF Working Papers.
   RePEc:gmf:wpaper:2012-01.

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3. The 2007 emerging corn price surge revisited – Was it expected or a large surprise?. (2012). von Ledebur, Oliver ; Schmitz, Jochen.
   In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil.
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4. Do interest rate options contain information about excess returns?. (2011). Almeida, Caio ; Joslin, Scott ; Graveline, Jeremy J..
   In: Journal of Econometrics.
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5. Generalized parameter functions for option pricing. (2010). Martzoukos, Spiros H. ; Andreou, Panayiotis C. ; Charalambous, Chris.
   In: Journal of Banking & Finance.
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6. Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market. (2010). Remolona, Eli ; Loretan, Mico ; Kim, Don H..
   In: Journal of Asian Economics.
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7. Option-implied preferences adjustments, density forecasts, and the equity risk premium. (2009). Blanco, Roberto ; Rubio, Gonzalo ; Alonso, Francisco.
   In: Spanish Economic Review.
   RePEc:spr:specre:v:11:y:2009:i:2:p:141-164.

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8. Theories of choice under risk: Insights from financial markets. (2009). Kliger, Doron ; Levy, Ori .
   In: Journal of Economic Behavior & Organization.
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9. Dynamics of state price densities. (2009). Hlavka, Zdenek ; Hardle, Wolfgang.
   In: Journal of Econometrics.
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10. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
    In: Working Paper Series.
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11. Tails, Fears and Risk Premia. (2009). Bollerslev, Tim ; Todorov, Viktor.
    In: CREATES Research Papers.
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12. Distribuzioni di probabilità implicite nei prezzi delle opzioni.. (2008). Erzegovesi, Luca ; Beber, Alessandro.
    In: Alea Tech Reports.
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13. Consumption and Portfolio Choice with Option-Implied State Prices. (2008). Ait-Sahalia, Yacine ; At-Sahalia, Yacine ; Brandt, Michael W..
    In: NBER Working Papers.
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14. The cross-section of average delta-hedge option returns under stochastic volatility. (2008). Ibáñez, Alfredo ; Ibaez, Alfredo.
    In: Review of Derivatives Research.
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15. Testing the martingale restriction for option implied densities. (2008). Busch, Thomas.
    In: Review of Derivatives Research.
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16. Testing Monotonicity of Pricing Kernels. (2008). Härdle, Wolfgang ; Golubev, Yuri ; Hardle, Wolfgang ; Timonfeev, Roman.
    In: SFB 649 Discussion Papers.
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17. Individual stock-option prices and credit spreads. (2008). Driessen, Joost ; Maenhout, Pascal ; Cremers, Martijn ; Weinbaum, David.
    In: Journal of Banking & Finance.
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18. Adaptive Expectations and Stock Market Crashes. (2007). Frankel, David.
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19. Understanding Index Option Returns. (2007). Chernov, Mikhail ; Johannes, Michael ; Broadie, Mark.
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20. Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing. (2006). Hlavka, Zdenek ; Pesta, Michal.
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21. Parametric pricing of higher order moments in S&P500 options. (2005). Martin, Vance ; Lim, Guay.
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22. Dynamics of State Price Densities. (2005). Härdle, Wolfgang ; Hlavka, Zdenek ; Hardle, Wolfgang.
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23. A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics. (2005). Mammen, Enno ; Härdle, Wolfgang ; Fengler, Matthias ; Hardle, Wolfgang.
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24. Implied Trinomial Trees. (2005). Cizek, Pavel ; Komorad, Karel.
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25. Explaining the level of credit spreads: option-implied jump risk premia in a firm value model. (2005). Driessen, Joost ; Maenhout, Pascal ; Cremers, Martijn ; Weinbaum, David.
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26. Skewness and Kurtosis Trades. (2004). Härdle, Wolfgang ; Blaskowitz, Oliver ; Hardle, Wolfgang Karl ; Schmidt, Peter.
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27. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
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28. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. (2004). Yan, Shu ; Santa-Clara, Pedro.
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29. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
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30. Testing for the uncovered interest parity using distributions implied by FX options. (2004). Vavra, David ; Cincibuch, Martin.
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31. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. (2004). Zhou, Hao ; Bollerslev, Tim.
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32. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
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33. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin.
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34. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. (2004). Yan, Shu ; Santa-Clara, Pedro.
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35. The Forecasting Performance of German Stock Option Densities. (2003). Craig, Ben ; Scheicher, Martin ; Keller, Joachim ; Glatzer, Ernst.
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36. What Do Financial Markets Think of War in Iraq?. (2003). Zitzewitz, Eric ; Wolfers, Justin ; Leigh, Andrew.
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37. The forecasting performance of German stock option densities. (2003). Craig, Ben ; Scheicher, Martin ; Keller, Joachim ; Glatzer, Ernst.
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38. Nonparametric option pricing under shape restrictions. (2003). Ait-Sahalia, Yacine ; Duarte, Jefferson.
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40. Modelling the implied probability of stock market movements. (2003). Scheicher, Martin ; Glatzer, Ernst.
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43. The jump-risk premia implicit in options: evidence from an integrated time-series study. (2002). pan, jun ; Jun, Pan.
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44. Relative Pricing of Options with Stochastic Volatility. (2002). Yan, Shu ; Santa-Clara, Pedro ; Ledoit, Olivier.
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45. Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion. (2001). Ait-Sahalia, Yacine.
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46. Recovering risk aversion from options. (2001). Bliss, Robert R. ; Panigirtzoglou, Nikolaos.
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47. Recovering the probability density function of asset prices using garch as diffusion approximations. (2001). Mele, Antonio ; Fornari, Fabio.
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48. Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations. (2000). Mele, Antonio ; Fornari, Fabio.
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