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References

1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
1994Implied Binomial Trees1,749 cited
1983Foreign currency option values1,078 cited
1997Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis380 cited
1997New Techniques to Extract Market Expectations from Financial Instruments233 cited

2010Estimating the Implied Risk‐Neutral Density for the US Market Portfolio*176 cited
1999A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns137 cited
2004Option-Implied Risk-Neutral Distributions and Risk Aversion134 cited
2015Investor attention and FX market volatility131 cited
2008Measuring and Analyzing Sovereign Risk with Contingent Claims122 cited
2003Estimation of risk-neutral densities using positive convolution approximation119 cited
2007Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options119 cited
2010Terrorism and Stock Market Sentiment118 cited
2009

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111 cited