Land valuation using a real option approach. Manuel Moreno, Javier F. Navas, Federico Todeschini (2009) RACSAM
Linear filtering of systems with memory and application to finance. Inoue, A., Nakano, Y., Anh, V. (2006) Journal of Applied Mathematics and Stochastic Analysis
Local likelihood density estimation and value-at-risk. Gourieroux, Christian, Jasiak, Joann (2010) Journal of Probability and Statistics