Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 64 checked references that resolve
resolves10.1093/rfs/hhx108A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
resolves10.1086/296025Prices of State-Contingent Claims Implicit in Option Prices
resolves10.1086/338705The Fine Structure of Asset Returns: An Empirical Investigation
resolves10.1093/rfs/hht033Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
resolves10.2307/2527342Evaluating Density Forecasts with Applications to Financial Risk Management
resolves10.1016/j.jeconom.2014.09.003Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
resolves10.3982/ecta8070Dynamic Valuation Decomposition Within Stochastic Economies
resolves10.1093/rfs/6.2.327A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.2139/ssrn.2497756Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets
resolves10.1017/s002210901300032xPredictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
resolves10.1287/opre.2015.1449Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing
resolves10.1093/rfs/hhy042Long Forward Probabilities, Recovery, and the Term Structure of Bond Risk Premiums
The 18 references without a DOI — listed, not checked
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no DOI — not checkedRisk Pricing over Alternative Investment Horizons
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