M. Huebner, S. Lototsky, “Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients”, Ann. Appl. Probab., 10, no. 4, 2000
George J. Jiang, Yisong S. Tian, “The Model-Free Implied Volatility and Its Information Content”, Rev. Financ. Stud., 18, no. 4, 2005, 1305
Michał Baran, “Asymptotic pricing in large financial markets”, Math Meth Oper Res, 66, no. 1, 2007, 1
Jing‐zhi Huang, Liuren Wu, “Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes”, The Journal of Finance, 59, no. 3, 2004, 1405
Andrea Granelli, Almut Veraart, “Modelling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion”, SSRN Journal, 2014
Yongdai Kim, Jaeyong Lee, “Bayesian analysis of proportional hazard models”, Ann. Statist., 31, no. 2, 2003
Martin T. Barlow, Philip Protter, 1426, Séminaire de Probabilités XXIV 1988/89, 1990, 188
Keigo Yamada, “Limit theorems for jump shock models”, Journal of Applied Probability, 26, no. 4, 1989, 793
Tomasz Rolski, Wiley StatsRef: Statistics Reference Online, 2014
Dilip B. Madan, Martijn Pistorius, Mitja Stadje, “On Dynamic Spectral Risk Measures and a Limit Theorem”, SSRN Journal, 2015