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1. Estimating the Parameters of Stochastic Volatility Models using Option Price Data. (2012). McClelland, Andrew ; Hurn, Stan ; Lindsay, Ken .
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2. The 2007 emerging corn price surge revisited – Was it expected or a large surprise?. (2012). Schmitz, Jochen ; von Ledebur, Oliver.
   In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil.
   RePEc:ags:iaae12:123971.

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3. Consuming durable goods when stock markets jump: a strategic asset allocation approach. (2011). Amaro de Matos, João ; Silva, Nuno.
   In: GEMF Working Papers.
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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.
   RePEc:eee:econom:v:164:y:2011:i:1:p:35-44.

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5. Generalized parameter functions for option pricing. (2010). Charalambous, Chris ; Martzoukos, Spiros H. ; Andreou, Panayiotis C..
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:34:y:2010:i:3:p:633-646.

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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.
   RePEc:eee:asieco:v:21:y:2010:i:3:p:314-326.

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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.
   RePEc:eee:jeborg:v:71:y:2009:i:2:p:330-346.

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9. Dynamics of state price densities. (2009). Härdle, Wolfgang ; Hardle, Wolfgang ; Hlavka, Zdenek .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:150:y:2009:i:1:p:1-15.

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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.
    RePEc:ecb:ecbwps:20091037.

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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 ; Brandt, Michael W. ; At-Sahalia, Yacine .
    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.
    RePEc:kap:revdev:v:11:y:2008:i:3:p:205-244.

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15. Testing the martingale restriction for option implied densities. (2008). Busch, Thomas.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:11:y:2008:i:1:p:61-81.

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16. Testing Monotonicity of Pricing Kernels. (2008). Härdle, Wolfgang ; Timonfeev, Roman ; Golubev, Yuri ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-001.

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17. Individual stock-option prices and credit spreads. (2008). Driessen, Joost ; Weinbaum, David ; Maenhout, Pascal ; Cremers, Martijn.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2706-2715.

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18. Adaptive Expectations and Stock Market Crashes. (2007). Frankel, David M..
    In: Staff General Research Papers Archive.
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19. Understanding Index Option Returns. (2007). Chernov, Mikhail ; Broadie, Mark ; Johannes, Michael .
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20. Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing. (2006). Pesta, Michal ; Hlavka, Zdenek .
    In: SFB 649 Discussion Papers.
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21. Parametric pricing of higher order moments in S&P500 options. (2005). Martin, Vance ; Lim, Guay.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:20:y:2005:i:3:p:377-404.

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22. Dynamics of State Price Densities. (2005). Härdle, Wolfgang ; Hardle, Wolfgang ; Hlavka, Zdenek .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-021.

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23. A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics. (2005). Mammen, Enno ; Härdle, Wolfgang ; Fengler, Matthias ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
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24. Implied Trinomial Trees. (2005). Cizek, Pavel ; Komorad, Karel.
    In: SFB 649 Discussion Papers.
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25. Explaining the level of credit spreads: option-implied jump risk premia in a firm value model. (2005). Driessen, Joost ; Weinbaum, David ; Maenhout, Pascal ; Cremers, Martijn.
    In: BIS Working Papers.
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26. Skewness and Kurtosis Trades. (2004). Härdle, Wolfgang ; Blaskowitz, Oliver ; Hardle, Wolfgang Karl ; Schmidt, Peter.
    In: Papers.
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27. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
    In: Discussion Papers.
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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.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10912.

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29. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10504.

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30. Testing for the uncovered interest parity using distributions implied by FX options. (2004). Vavra, David ; Cincibuch, Martin.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
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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.
    In: Finance and Economics Discussion Series.
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32. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
    In: Research Papers.
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33. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-2.

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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.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt5dv8v999.

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35. The Forecasting Performance of German Stock Option Densities. (2003). Craig, Ben ; Scheicher, Martin ; Keller, Joachim ; Glatzer, Ernst .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4214.

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36. What Do Financial Markets Think of War in Iraq?. (2003). Zitzewitz, Eric ; Wolfers, Justin ; Leigh, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9587.

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37. The forecasting performance of German stock option densities. (2003). Craig, Ben ; Scheicher, Martin ; Keller, Joachim ; Glatzer, Ernst .
    In: Working Papers (Old Series).
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38. Nonparametric option pricing under shape restrictions. (2003). Ait-Sahalia, Yacine ; Duarte, Jefferson.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:116:y:2003:i:1-2:p:9-47.

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39. What do Financial Markets Think of War in Iraq?. (2003). Zitzewitz, Eric ; Wolfers, Justin ; Leigh, Andrew.
    In: Research Papers.
    RePEc:ecl:stabus:1785.

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40. Modelling the implied probability of stock market movements. (2003). Scheicher, Martin ; Glatzer, Ernst .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003212.

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41. Market Risk and Volatility in the Brazilian Stock Market. (2003). Yoshino, Joe.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:6:y:2003:n:2:p:385-403.

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42. Nonparametric Option Pricing under Shape Restrictions. (2002). Ait-Sahalia, Yacine ; Duarte, Jefferson.
    In: NBER Working Papers.
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43. The jump-risk premia implicit in options: evidence from an integrated time-series study. (2002). pan, jun ; Jun, Pan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:63:y:2002:i:1:p:3-50.

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44. Relative Pricing of Options with Stochastic Volatility. (2002). Yan, Shu ; Santa-Clara, Pedro ; Ledoit, Olivier.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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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). Panigirtzoglou, Nikolaos ; Bliss, Robert R..
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47. Recovering the probability density function of asset prices using garch as diffusion approximations. (2001). Mele, Antonio ; Fornari, Fabio.
    In: Journal of Empirical Finance.
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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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49. Beyond implied volatility: extracting information from option prices. (1998). Cont, Rama.
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50. What Data Should Be Used to Price Options?. (1998). Ghysels, Eric ; Chernov, Mikhail.
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