Hedging variance options on continuous semimartingales Peter CarrRoger Lee OriginalPaper 07 November 2009 Pages: 179 - 207
Central limit theorem for the realized volatility based on tick time sampling Masaaki Fukasawa OriginalPaper 10 January 2009 Pages: 209 - 233
Can the implied volatility surface move by parallel shifts? L. C. G. RogersM. R. Tehranchi OriginalPaper 15 November 2008 Pages: 235 - 248
Zero-intelligence realized variance estimation Jim GatheralRoel C. A. Oomen OriginalPaper 26 January 2010 Pages: 249 - 283
Risk-neutral compatibility with option prices Jean JacodPhilip Protter OriginalPaper 07 November 2009 Pages: 285 - 315