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Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola, (2001)
Likelihood based inference for diffusion driven models
Chib, Siddhartha, (2004)
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
Kabanov, Jurij M., (2006)
Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N., (1999)
Quickest detection problems in the technical analysis of the financial data
Širjaev, Alʹbert N., (2002)