Reference health
Option-Implied Physical Distributions
1 of 43 checkable references need attention · checked 2026-08-24
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1257/.41.2.478
The 42 checked references that resolve
resolves10.1111/j.1540-6261.1997.tb02749.x
Empirical Performance of Alternative Option Pricing Models
resolves10.1093/rfs/hhx108
A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1016/j.jfineco.2010.03.009
Returns of claims on the upside and the viability of U-shaped pricing kernels☆
resolves10.1016/j.jeconom.2019.11.001
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
resolves10.1002/for.2521
Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes
resolves10.1007/s00186-007-0161-1
Biconvex sets and optimization with biconvex functions: a survey and extensions
resolves10.1287/mnsc.1110.1346
Market Timing with Option-Implied Distributions: A Forward-Looking Approach
resolves10.1111/j.1540-6261.1985.tb02372.x
Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach
resolves10.1016/j.jbankfin.2006.09.005
Closed-form transformations from risk-neutral to real-world distributions
resolves10.1016/j.jeconom.2018.01.011
Portfolio optimization based on stochastic dominance and empirical likelihood
resolves10.1093/rfs/hhi021
Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
resolves10.1287/mnsc.2015.2325
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
resolves10.1287/mnsc.35.1.51
On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds
resolves10.1111/j.1540-6261.1996.tb05220.x
A Simple Nonparametric Approach to Derivative Security Valuation
The 8 references without a DOI — listed, not checked
no DOI — not checkedNonparametric option pricing under shape restrictions
no DOI — not checkedPricing of index options in incomplete markets
no DOI — not checkedDoes risk-neutral skewness predict the cross-section of equity option portfolio returns?
no DOI — not checkedref16
no DOI — not checkedref23
no DOI — not checkedref24
no DOI — not checkedref29
no DOI — not checkedEstimating probability weighting functions through option pricing bounds
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-24 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.4801530"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4801530/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.4801530)