{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,13]],"date-time":"2026-02-13T15:54:53Z","timestamp":1770998093726,"version":"3.50.1"},"reference-count":24,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2007,6,28]],"date-time":"2007-06-28T00:00:00Z","timestamp":1182988800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computational Statistics"],"published-print":{"date-parts":[[2007,12,3]]},"DOI":"10.1007\/s00180-007-0061-0","type":"journal-article","created":{"date-parts":[[2007,6,27]],"date-time":"2007-06-27T11:46:47Z","timestamp":1182944807000},"page":"543-553","source":"Crossref","is-referenced-by-count":28,"title":["On extracting information implied in options"],"prefix":"10.1007","volume":"22","author":[{"given":"M.","family":"Benko","sequence":"first","affiliation":[]},{"given":"M.","family":"Fengler","sequence":"additional","affiliation":[]},{"given":"W.","family":"H\u00e4rdle","sequence":"additional","affiliation":[]},{"given":"M.","family":"Kopa","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2007,6,28]]},"reference":[{"key":"61_CR1","volume-title":"Nonlinear programming","author":"D Bertsekas","year":"1999","unstructured":"Bertsekas D (1999) Nonlinear programming. Athena Scientific, Belmont"},{"key":"61_CR2","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F Black","year":"1973","unstructured":"Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81:637\u2013654","journal-title":"J Polit Econ"},{"key":"61_CR3","doi-asserted-by":"crossref","first-page":"621","DOI":"10.1086\/296025","volume":"51","author":"D Breeden","year":"1978","unstructured":"Breeden D, Litzenberger R (1978) Price of state-contingent claims implicit in options prices. J Bus 51:621\u2013651","journal-title":"J Bus"},{"issue":"2","key":"61_CR4","doi-asserted-by":"crossref","first-page":"839","DOI":"10.1111\/0022-1082.00228","volume":"55","author":"M Britten-Jones","year":"2000","unstructured":"Britten-Jones M, Neuberger A (2000) Option prices, implied price process and stochastic volatility. J Fin 55(2):839\u2013866","journal-title":"J Fin"},{"key":"61_CR5","volume-title":"Equity derivatives and market risk models","author":"O Brockhaus","year":"2000","unstructured":"Brockhaus O, Farkas M, Ferraris A, Long D, Overhaus M (2000) Equity derivatives and market risk models. Risk Books, London"},{"key":"61_CR6","doi-asserted-by":"crossref","first-page":"75","DOI":"10.21314\/JCF.2003.098","volume":"7","author":"B Brunner","year":"2003","unstructured":"Brunner B, Hafner R (2003) Arbitrage-free estimation of the risk-neutral density from the implied volatility smile. J Comput Fin 7:75\u2013106","journal-title":"J Comput Fin"},{"issue":"1","key":"61_CR7","doi-asserted-by":"crossref","first-page":"45","DOI":"10.1088\/1469-7688\/2\/1\/304","volume":"2","author":"R Cont","year":"2002","unstructured":"Cont R, da Fonseca J (2002) The dynamics of implied volatility surfaces. J Quant Fin 2(1):45\u201360","journal-title":"J Quant Fin"},{"key":"61_CR8","volume-title":"Technical analysis of stock trends","author":"R Edwards","year":"1966","unstructured":"Edwards R, Magee J (1966) Technical analysis of stock trends, 5th edn. John Magee, Boston","edition":"5"},{"key":"61_CR9","volume-title":"Local polynomial modelling and its applications","author":"J Fan","year":"1996","unstructured":"Fan J, Gijbels I (1996) Local polynomial modelling and its applications. Chapman and Hall, London"},{"key":"61_CR10","unstructured":"Fengler M (2005a) Arbitrage-free smoothing of the implied volatility surface. Working paper 2005-019, SFB 649, Humboldt-Universit\u00e4t zu Berlin"},{"key":"61_CR11","volume-title":"Semiparametric modeling of implied volatility","author":"M Fengler","year":"2005","unstructured":"Fengler M (2005b) Semiparametric modeling of implied volatility. Springer, Berlin"},{"key":"61_CR12","doi-asserted-by":"crossref","first-page":"179","DOI":"10.1023\/B:REDR.0000004823.77464.2d","volume":"6","author":"M Fengler","year":"2003","unstructured":"Fengler M, H\u00e4rdle W, Villa P (2003) The dynamics of implied volatilities: a common principle components approach. Rev Deriv Res 6:179\u2013202","journal-title":"Rev Deriv Res"},{"key":"61_CR13","doi-asserted-by":"crossref","first-page":"215","DOI":"10.1016\/0304-4149(81)90026-0","volume":"11","author":"J Harrison","year":"1979","unstructured":"Harrison J, Kreps D (1979) Martingales and stochastic integral in the theory of continuous trading. Stochast Process Appl 11:215\u2013260","journal-title":"Stochast Process Appl"},{"key":"61_CR14","doi-asserted-by":"crossref","first-page":"381","DOI":"10.1016\/0022-0531(79)90043-7","volume":"20","author":"J Harrison","year":"1981","unstructured":"Harrison J, Pliska S (1981) Martingales and arbitrage in multiperiod securities markets. J Econ Theory 20:381\u2013408","journal-title":"J Econ Theory"},{"key":"61_CR15","doi-asserted-by":"crossref","DOI":"10.1017\/CCOL0521382483","volume-title":"Applied nonparametric regression","author":"W H\u00e4rdle","year":"1990","unstructured":"H\u00e4rdle W (1990) Applied nonparametric regression. Cambridge University Press, Cambridge"},{"key":"61_CR16","doi-asserted-by":"crossref","first-page":"779","DOI":"10.2307\/4126743","volume":"38","author":"L Hentschel","year":"2003","unstructured":"Hentschel L (2003) Errors in implied volatility estimation. J Fin Quant Anal 38:779\u2013810","journal-title":"J Fin Quant Anal"},{"key":"61_CR17","unstructured":"Jackwerth JC (2004) Option-implied risk neutral distributions and risk aversion, Research Foundation of AIMR, Charlotteville, USA"},{"key":"61_CR18","doi-asserted-by":"crossref","first-page":"281","DOI":"10.1111\/j.1540-6261.1987.tb02568.x","volume":"42","author":"CJ Hull","year":"1987","unstructured":"Hull CJ, White A (1987) The pricing of options on assets with stochastic volatilities. J Fin 42:281\u2013300","journal-title":"J Fin"},{"issue":"5","key":"61_CR19","first-page":"102","volume":"17","author":"N Kahale","year":"2004","unstructured":"Kahale N (2004) An arbitrage-free interpolation of volatilities. RISK 17(5):102\u2013106","journal-title":"RISK"},{"key":"61_CR20","volume-title":"Technical analysis of the futures market","author":"J Murphy","year":"1986","unstructured":"Murphy J (1986) Technical analysis of the futures market. New York Institute of Finance, New York"},{"key":"61_CR21","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-662-22132-7","volume-title":"Martingale methods in financial modelling","author":"M Musiela","year":"1997","unstructured":"Musiela M, Rutkowski M (1997) Martingale methods in financial modelling. Springer, Heidelberg"},{"key":"61_CR22","volume-title":"Volatility and correlation. Wiley series in financial in financial ingeniering","author":"R Rebonato","year":"1999","unstructured":"Rebonato R (1999) Volatility and correlation. Wiley series in financial in financial ingeniering. Wiley, New York"},{"key":"61_CR23","volume-title":"Local parametric methods in nonparametric estimation","author":"V Spokoiny","year":"2006","unstructured":"Spokoiny V (2006) Local parametric methods in nonparametric estimation. Springer, Heidelberg"},{"issue":"4","key":"61_CR24","first-page":"33","volume":"6","author":"D Shimko","year":"1993","unstructured":"Shimko D (1993) Bounds on probability. RISK 6(4):33\u201337","journal-title":"RISK"}],"container-title":["Computational Statistics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-007-0061-0.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00180-007-0061-0\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-007-0061-0","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,23]],"date-time":"2019-05-23T14:36:40Z","timestamp":1558622200000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00180-007-0061-0"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,6,28]]},"references-count":24,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2007,12,3]]}},"alternative-id":["61"],"URL":"https:\/\/doi.org\/10.1007\/s00180-007-0061-0","relation":{},"ISSN":["0943-4062","1613-9658"],"issn-type":[{"value":"0943-4062","type":"print"},{"value":"1613-9658","type":"electronic"}],"subject":[],"published":{"date-parts":[[2007,6,28]]}}}