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Options, Futures, and Other Derivative Securities.

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Recovering Probability Distributions from Option Prices

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The Crash of ʼ87: Was It Expected? The Evidence from Options Markets

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Maximum-entropy models in science and engineering

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A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

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Where do we Stand on Maximum Entropy

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Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978

1985 • 642 citations

Foundations for Financial Economics

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Nonparametric Pricing of Interest Rate Derivative Securities

1996 • 533 citations

An Empirical Examination of the Black‐Scholes Call Option Pricing Model

1979 • 405 citations

Simple Binomial Processes as Diffusion Approximations in Financial Models

1990 • 395 citations

The Maximum Entropy Distribution of an Asset Inferred from Option Prices

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A compendium to information theory in economics and econometrics

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Advances in Futures and Options Research

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The Maximum Entropy Formalism

1979 • 125 citations

A Bayesian approach to diagnosis of asset pricing models

1995 • 124 citations

Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978

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Prices in Financial Markets.

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The Entropic Penalty Approach to Stochastic Programming

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Econometrics of Information and Efficiency

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Implied Volatilities and Transaction Costs

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Differential Equations

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