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A nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, RĂ¼diger, (2001)
Nonlinearity and endogeneity in marco-asset pricing
Hiemstra, Craig, (1997)
Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns
Dittmar, Robert F., (2002)
Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L., (2005)
On formulating and solving portfolio decision and asset pricing problems
Chen, Yu, (2014)
An analytic approach for stochastic differential utility for endowment and production economies