on "recovering probability distributions from option prices" - how to subtract influence of stochastic volatility?

This is based on a 1995 paper by Rubinstein/Jackwerth by the above title where the authors produces a distribution of stock prices inferred from option prices. But their approach only produces a joint distribution of stock prices and whatever other contributing factors, most prominent being volatility.

My question is: is there another way to make out this distribution which also incorporates the expected changes in volatility based on say vix futures? A reference to paper or code will be helpful. Is the difference not sufficient to agonize over? I am interested in computing VaR, that too at time horizons other than the option expiry.

Thanks