References

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• 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
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• 1969THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES377 cited
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• 1999Option-Implied Risk-Neutral Distributions and Implied Binomial Trees246 cited
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• 2003Estimation of risk-neutral densities using positive convolution approximation119 cited
• 2006A semiparametric factor model for implied volatility surface dynamics111 cited
• 2005Nonparametric state price density estimation using constrained least squares and the bootstrap