Frédéric Cérou, Bernard Delyon, Arnaud Guyader, Mathias Rousset, “A central limit theorem for Fleming–Viot particle systems”, Ann. Inst. H. Poincaré Probab. Statist., 56, no. 1, 2020
Sergio Albeverio, Francesco C. De Vecchi, Paola Morando, Stefania Ugolini, “Random transformations and invariance of semimartingales on Lie groups”, Random Operators and Stochastic Equations, 29, no. 1, 2021, 41
Billy Amzal, Yonathan Ebguy, Sebastien Roland, “Joint Calibration of Option Pricing Models via Particle Methods”, SSRN Journal, 2005
Guang-ying Liu, Xin-sheng Zhang, Shi-bin Zhang, “Testing long memory based on a discretely observed process”, Appl. Math. J. Chin. Univ., 31, no. 3, 2016, 253
Friedrich Hubalek, Carlo Sgarra§, “Esscher transforms and the minimal entropy martingale measure for exponential Lévy models”, Quantitative Finance, 6, no. 2, 2006, 125
Almut E. D. Veraart, “Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures”, The Econometrics Journal, 14, no. 2, 2011, 204
Yiqi Liu, Qiang Liu, Zhi Liu, Deng Ding, “Determining the integrated volatility via limit order books with multiple records”, Quantitative Finance, 17, no. 11, 2017, 1697
Ernst Eberlein, Kathrin Glau, Antonis Papapantoleon, “Analysis of Fourier Transform Valuation Formulas and Applications”, Applied Mathematical Finance, 17, no. 3, 2010, 211
Alexander Iksanov, Renewal Theory for Perturbed Random Walks and Similar Processes, 2016, 209
Mark Podolskij, Mathias Vetter, “Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps”, Bernoulli, 15, no. 3, 2009