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State Price Density Estimation with an Application to the Recovery Theorem
25/25 checkable references clean · checked 2026-08-28
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.
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The 25 checked references that resolve
resolves10.1111/0022-1082.215228
Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices
resolves10.2139/ssrn.77429
Implied Risk-Neutral Probability Density Functions from Option Prices: Theory and Application
resolves10.1016/j.finmar.2011.09.001
Anatomy of a meltdown: The risk neutral density for the S&P 500 in the fall of 2008
resolves10.1007/978-3-662-12429-1_8
Displaced and Mixture Diffusions for Analytically-Tractable Smile Models
resolves10.1046/j.1540-6261.2003.00616.x
What Type of Process Underlies Options? A Simple Robust Test
resolves10.1016/s0304-405x(00)00046-5
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.3905/jod.2015.22.3.056
Robust Estimation of Shape-Constrained State Price Density Surfaces
The 5 references without a DOI — listed, not checked
no DOI — not checkedImprove OVDV long-term volatilities
no DOI — not checkedEstimating the implied risk neutral density
no DOI — not checkedref23
no DOI — not checkedref25
no DOI — not checkedBounds on probability
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