Jussi Klemelä, “Nonparametric volatility prediction”, WIREs Computational Stats, 12, no. 3, 2020, e1491
Sangyeol Lee, Meihui Guo, “Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models”, Appl Stoch Models Bus & Ind, 31, no. 5, 2015, 609
ERHAN BAYRAKTAR, H. VINCENT POOR, K. RONNIE SIRCAR, “ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS”, Int. J. Theor. Appl. Finan., 07, no. 05, 2004, 615
Marc Castella, Saloua Rhioui, Eric Moreau, Jean-Christophe Pesquet, “Quadratic Higher Order Criteria for Iterative Blind Separation of a MIMO Convolutive Mixture of Sources”, IEEE Trans. Signal Process., 55, no. 1, 2007, 218
Vladimir Vovk, “Continuous-time trading and the emergence of probability”, Finance Stoch, 16, no. 4, 2012, 561
Rüdiger U. Seydel, Tools for Computational Finance, 2017, 83
K. Borovkov, A. Novikov, “Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process”, Journal of Applied Probability, 42, no. 1, 2005, 82
Vadim A. Nastasiuk, “Emergent quantum mechanics of finances”, Physica A: Statistical Mechanics and its Applications, 403, 2014, 148
Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi, Handbook of Finance, 2008
Arka P. Ghosh, “Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals”, Stochastic Models, 29, no. 4, 2013, 497