1. Abken, P.A., Madan, D.B., Ramamurtie, S., 1996. Estimation of risk-neutral and statistical densities by hermite polynomial approximation: With an application to Eurodollar futures options. Working paper no. 96-5, Federal Reserve Bank of Atlanta
2. Nonparametric estimation of state-price densities implied in financial asset prices;Ait-Sahalia;Journal of Finance,1998
3. Outliers in Statistical Data;Barnett,1984
4. Bahra, B., 1996. Probability distributions of future asset prices implied by options prices. Bank of England Quarterly Bulletin 36 (3) 299–311
5. Bahra, B., 1997. Implied risk-neutral probability density functions from option prices: Theory and application. Working paper no. 66, Bank of England