Nonparametric estimation for a stochastic volatility model. - Fabienne Comte; Valentine Genon-Catalot; Yves Rozenholc (Finance Stochastics, 2010)

Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients. - Fabienne Comte; Valentine Genon-Catalot (SIAM/ASA J. Uncertain. Quantification, 2024)

New results for drift estimation in inhomogeneous stochastic differential equations. - Fabienne Comte; Valentine Genon-Catalot (J. Multivar. Anal., 2025)