  We introduce a non-parametric method to recover physical probability
distributions of asset returns based on their European option prices and some
other sparse parametric information. Thus the main problem is similar to the
one considered foir instance in the Recovery Theorem by Ross (2015), except
that here we consider a non-dynamical setting. The recovery of the distribution
is complete, instead of estimating merely a finite number of its parameters,
such as implied volatility, skew or kurtosis. The technique is based on a
reverse application of recently introduced Distribution Matching by the author
and is related to the ideas in Distribution Pricing by Dybvig (1988) as well as
comonotonicity.
