DSFM fitting of Implied Volatility Surfaces. - Szymon Borak; Matthias R. Fengler; Wolfgang Hiirdle (ISDA, 2005)

On extracting information implied in options. - M. Benko; Matthias R. Fengler; Wolfgang K. Härdle; Milos Kopa (Comput. Stat., 2007)

Managing risk with a realized copula parameter. - Matthias R. Fengler; Ostap Okhrin (Comput. Stat. Data Anal., 2016)