Jonathan M. Borwein, R. Choksi, P. Maréchal. Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy. SIAM Journal on Optimization, 14(2):464-478, 2003. [doi]
@article{BorweinCM03,
title = {Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy},
author = {Jonathan M. Borwein and R. Choksi and P. Maréchal},
year = {2003},
doi = {10.1137/S1052623401400324},
url = {http://dx.doi.org/10.1137/S1052623401400324},
researchr = {https://researchr.org/publication/BorweinCM03},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {14},
number = {2},
pages = {464-478},
}