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The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B., (1988)
Option based assessments of expected price distributions
Sherrick, Bruce J., (1989)
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine, (1998)
The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni, (1986)
Efficient analytic approximation of American option values
Barone-Adesi, Giovanni, (1987)
VaR and CVaR implied in option prices
Barone-Adesi, Giovanni, (2016)