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Recovering Probability Distributions from Option Prices
Data up to Jan 2025
Published1996
Citations1,095
References5
Total Citations Per Year
Abstract
References (5)
Linear and nonlinear programming.
1986 • 5,007 citations
Prices of State-Contingent Claims Implicit in Option Prices
1978 • 2,268 citations
Implied Binomial Trees
1994 • 1,767 citations
Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness
1994 • 149 citations
Linear and nonlinear programming
1991 • 40 citations
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