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1. Option prices for risk?neutral density estimation using nonparametric methods through big data and large?scale problems. (2022). , Antonio ; Antonio, ; Monteiro, Ana M.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:1:p:152-171.

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2. The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications. (2021). Iori, Giulia ; Ouellette, Michelle S ; Tedeschi, Gabriele ; Recchioni, Maria Cristina.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:293:y:2021:i:1:p:336-360.

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3. Monte Carlo analysis of methods for extracting risk‐neutral densities with affine jump diffusions. (2019). Lu, Shan.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1587-1612.

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4. Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Knoll, Julian ; Walter, Dominik ; Stubinger, Johannes.
   In: FAU Discussion Papers in Economics.
   RePEc:zbw:iwqwdp:192017.

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5. Generating options-implied probability densities to understand oil market events. (2017). Datta, Deepa Dhume ; Ross, Landon J ; Londono, Juan M.
   In: Energy Economics.
   RePEc:eee:eneeco:v:64:y:2017:i:c:p:440-457.

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6. Reducible diffusions with time-varying transformations with application to short-term interest rates. (2016). Hadri, Kaddour ; Bu, Ruijun ; Cheng, Jie.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:52:y:2016:i:pa:p:266-277.

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7. 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.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125.

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8. Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates. (2014). Hadri, Kaddour ; Bu, Ruijun ; Cheng, Jie.
   In: Economics Working Papers.
   RePEc:qub:wpaper:1401.

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9. Generating Options-Implied Probability Densities to Understand Oil Market Events. (2014). Datta, Deepa Dhume ; Ross, Landon J ; Londono, Juan M..
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:1122.

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10. Semi-nonparametric estimation of the call price surface under strike and time-to-expiry no-arbitrage constraints. (2013). Fengler, Matthias ; Hin, Lin-Yee.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2011:36.

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11. Lies, Damned Lies, and Statistics? Examples From Finance and Economics. (2013). Abadir, Karim.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:5:y:2013:i:4:p:231-248.

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12. Parametric modeling of implied smile functions: a generalized SVI model. (2013). Hodges, Stewart ; Zhao, BO.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:16:y:2013:i:1:p:53-77.

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13. State Price Densities implied from weather derivatives. (2013). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-026.

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14. Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-581.

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15. Estimation of risk-neutral density surfaces. (2011). Tutuncu, R. ; Vicente, L. ; Monteiro, A..
    In: Computational Management Science.
    RePEc:spr:comgts:v:8:y:2011:i:4:p:387-414.

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16. Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models. (2011). Mele, Antonio ; Kristensen, Dennis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:2:p:390-415.

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17. Forecasting with Option Implied Information. (2011). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-46.

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18. Using Chebyshev Polynomials to Approximate Partial Differential Equations. (2010). cerrato, mario ; Caporale, Guglielmo Maria.
    In: Computational Economics.
    RePEc:kap:compec:v:35:y:2010:i:3:p:235-244.

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19. Retrieving risk neutral densities from European option prices based on the principle of maximum entropy. (2010). Rompolis, Leonidas.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:918-937.

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20. Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic .
    In: Economics Working Papers.
    RePEc:qub:wpaper:0902.

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21. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00408014.

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22. Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models. (2009). Mele, Antonio ; Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-14.

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23. Chebyshev polynomial approximation to approximate partial differential equations. (2008). cerrato, mario ; Caporale, Guglielmo Maria.
    In: Working Papers.
    RePEc:gla:glaewp:2008_16.

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24. Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar.. (2008). Perales, Guillermo Benavides ; Israel Felipe Mora Cuevas, .
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxvii:y:2008:i:1:p:33-52.

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25. Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. (2008). Monteiro, Ana ; Tutuncu, Reha H. ; Vicente, Luis N..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:187:y:2008:i:2:p:525-542.

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26. Mixtures of t-distributions for finance and forecasting. (2008). White, Halbert ; Haefke, Christian ; Giacomini, Raffaella ; Gottschling, Andreas .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:1:p:175-192.

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27. Chebyshev polynomial approximation to approximate partial differential equations. (2008). Caporale, Guglielmo Maria ; Cerrato, Mario.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:28.

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28. Using Chebyshev Polynomials to Approximate Partial Differential Equations. (2008). cerrato, mario ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2308.

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29. Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options. (2005). Hadri, Kaddour ; Bu, Ruijun.
    In: Research Papers.
    RePEc:liv:livedp:200510.

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