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Recovering probabilistic information from option markets: Tests of distributional assumptions

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1976The pricing of commodity contracts2,859 cited
1994Implied Binomial Trees1,749 cited
1989The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses198 cited
1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY170 cited

Cited by

1999Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review78 cited
2001Extracting collective probabilistic forecasts from web games75 cited
2007The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market55 cited
2005Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions48 cited
2004Quanto Pricing with Copulas39 cited
2002The Relation between Implied and Realised Probability Density Functions31 cited
2001Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices26 cited

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