https://ideas.repec.org/p/boe/boeewp/66.html
Implied risk-neutral probability density functions from option prices: theory and application
Downloadable! Due to their forward-looking nature, derivative markets provide monetary authorities with a rich source of information for gauging market...
risk neutral probability
https://www.bankofengland.co.uk/working-paper/2000/testing-the-stability-of-implied-probability-density-functions
Testing the stability of implied probability density functions | Bank of England
Implied probability density functions (PDFs) estimated from cross-sections of observed option prices are gaining increasing attention amongst academics and...
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https://www.aanda.org/articles/aa/ref/2016/06/aa28095-16/aa28095-16.html
The reliability of observational measurements of column density probability distribution functions...
column densityprobability distributionreliabilityobservationalmeasurements
https://www.aanda.org/articles/aa/full_html/2022/07/aa42526-21/F9.html
Covariances of density probability distribution functions. Lessons from hierarchical models |...
probability distributiondensityfunctionslessonshierarchical