Y. Achdou and O. Pironneau, Computational Methods for Option Pricing, Frontiers in Applied Mathematics, 2005.
DOI : 10.1137/1.9780898717495
URL : https://hal.archives-ouvertes.fr/hal-00111740

M. Avellaneda, C. Friedman, R. Holmes, and D. Samperi, Calibrating volatility surfaces via relative-entropy minimization, Applied Mathematical Finance, vol.6, issue.1, pp.37-64, 1997.
DOI : 10.1016/0304-4076(94)01656-K

O. Bardou, Contrôle Dynamique des Erreurs de Simulation et d'Estimation de Processus de Diffusion, 2005.

O. E. Barndorff, ?. Nielsen, S. E. Graversen, J. Jacod, M. Podolskij et al., A central limit theorem for realised bipower variations of continuous semimartingales. In From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, pp.33-69, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00002976

M. Emery, Equations differentielles lipschitziennes etude de la stabilite, Séminaire Probab. XIII, Lect. Notes Math, vol.44, pp.281-293, 1979.
DOI : 10.1007/BF01013196

P. Rao and B. L. , Semimartingales and Their Statistical Inference, 1999.

P. Rao and B. L. , Statistical Inference for Diffusion Type Processes, 1999.