- M. Huebner, S. Lototsky, “Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients”, Ann. Appl. Probab., 10, № 4, 2000

- George J. Jiang, Yisong S. Tian, “The Model-Free Implied Volatility and Its Information Content”, Rev. Financ. Stud., 18, № 4, 2005, 1305

- Michał Baran, “Asymptotic pricing in large financial markets”, Math Meth Oper Res, 66, № 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, № 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, № 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, № 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
