Marco Bertenghi, Alejandro Rosales-Ortiz, “Joint Invariance Principles for Random Walks with Positively and Negatively Reinforced Steps”, J Stat Phys, 189, no. 3, 2022, 35
Valdo Durrleman, “Convergence of At-The-Money Implied Volatilities to the Spot Volatility”, SSRN Journal, 2007
Haibin Zhu, Zhi Liu, “Explaining Epps Effect When Bivariate Price Staleness Is Present”, SSRN Journal, 2022
Adam D. Gomes, Andrew J. Heunis, 2019 Sixth Indian Control Conference (ICC), 2019, 508
Simon Clinet, Yoann Potiron, “Cointegration in high frequency data”, Electron. J. Statist., 15, no. 1, 2021
Jan Bergenthum, Ludger Rüschendorf, “Convex ordering criteria for Lévy processes”, ADAC, 1, no. 2, 2007, 143
Ante Mimica, “On subordinate random walks”, Forum Mathematicum, 29, no. 3, 2017, 653
A. Iksanov, B. Rashytov, “Functional Limit Theorem Without Centering for General Shot-Noise Processes”, Ukr Math J, 73, no. 2, 2021, 181
Bernt Øksendal, Agnès Sulem, “Risk minimization in financial markets modeled by Itô-Lévy processes”, Afr. Mat., 26, no. 5-6, 2015, 939
Yuta Koike, “Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise”, Bernoulli, 22, no. 3, 2016