Comparison between Different Methods of Level Identification. - Oliver Pfante; Nils Bertschinger; Eckehard Olbrich; Nihat Ay; Jürgen Jost (Adv. Complex Syst., 2014)

Uncertainty of Volatility Estimates from Heston Greeks. - Oliver Pfante; Nils Bertschinger (Frontiers Appl. Math. Stat., 2017)

Information-Theoretic Analysis of stochastic volatility Models. - Oliver Pfante; Nils Bertschinger (Adv. Complex Syst., 2019)