Anatoliy Swishchuk, Raimondo Manca, G. Rega, “Modeling and Pricing of Variance and Volatility Swaps for Local Semi‐Markov Volatilities in Financial Engineering”, Mathematical Problems in Engineering, 2010, no. 1, 2010, 537571
N. Josephy, L. Kimball, V. Steblovskaya, Nikolai Leonenko, “A Time‐Series Approach to Non‐Self‐Financing Hedging in a Discrete‐Time Incomplete Market”, International Journal of Stochastic Analysis, 2008, no. 1, 2008, 275217
Édgar Roldán, Izaak Neri, Raphael Chetrite, Shamik Gupta, Simone Pigolotti, Frank Jülicher, Ken Sekimoto, “Martingales for physicists: a treatise on stochastic thermodynamics and beyond”, Advances in Physics, 72, no. 1-2, 2023, 1
Victor Olkhov, “Volatility Depends on Market Trades and Macro Theory”, SSRN Journal, 2020
Christian Keller, Michael Tseng, “Arrow-Debreu Meets Kyle”, SSRN Journal, 2021
Pavel V. Gapeev, “Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima”, Adv. Appl. Probab., 2024, 1
Karen Grigorian, Robert A. Jarrow, “No arbitrage for a special class of filtration expansions”, Ann Finance, 2024
Francis J. Bismans, Olivier Damette, Dynamic Econometrics, 2025, 197