- Arnold Janssen, Martin Tietje, “Applications of the Likelihood Theory in Finance: Modelling and Pricing”, Int Statistical Rev, 81, no. 1, 2013, 107
- Zenghu Li, From Probability to Finance, 2020, 1
- RAMIN OKHRATI, NIKOLAOS KARPATHOPOULOS, “LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES”, Int. J. Theor. Appl. Finan., 24, no. 06n07, 2021, 2150033
- Oleg Reichmann, Christoph Schwab, 2001, Lévy Matters I, 2010, 137
- M. Jirak, “Limit Theorems for Aggregated Linear Processes”, Advances in Applied Probability, 45, no. 2, 2013, 520
- Christa Cuchiero, Martin Larsson, Sara Svaluto-Ferro, “Polynomial jump-diffusions on the unit simplex”, Ann. Appl. Probab., 28, no. 4, 2018
- Robert A. Jarrow, Philip Protter, Kazuhiro Shimbo, Advances in Mathematical Finance, 2007, 97
- Xiaolu Zhao, Seok Young Hong, Oliver B. Linton, “Separate Noise and Jumps From Tick Data: An Endogenous Thresholding Approach”, SSRN Journal, 2021
- Yuping Song, Hanchao Wang, “Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps”, Scandinavian J Statistics, 45, no. 3, 2018, 644
- ANTONELLA CALZOLARI, BARBARA TORTI, “MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES”, Int. J. Theor. Appl. Finan., 25, no. 03, 2022, 2250015