Information content of option-implied probabilities von Orosi, Greg

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Arbitrage-free call option surface construction using regression splines von Orosi, Greg

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Information content of right option tails: Evidence from S&P 500 index options von Orosi, Greg

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Closed-form interpolation-based formulas for European call options written on defaultable assets von Orosi, Greg

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A Simple Method for Extracting the Probability of Default from American Put Option Prices von Chang, Bo-Young, Orosi, Greg

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Equity Option Implied Probability of Default and Equity Recovery Rate von Chang, Bo Young, Orosi, Greg

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Improved lower bounds of call options written on defaultable assets von Orosi, Greg

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Novel no-arbitrage conditions for options written on defaultable assets von Orosi, Greg

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Empirical performance of a spline-based implied volatility surface von Orosi, Greg

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A simple method for extracting the probability of default from American put option prices von Chang, Bo Young, Orosi, Greg

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An Interpolation-Based Approach to American Put Option Pricing von Orosi, Greg

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Calibration of implied volatility surface using Tikhonov regularization von Orosi, G

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