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  • Open Access
    Boswijk, H. P., Laeven, R. J. A., & Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation. Journal of Econometrics, 244(1), Article 105864. https://doi.org/10.1016/j.jeconom.2024.105864
  • Open Access
    Vladimirov, E. (2024). Essays on the econometrics of option pricing. [Thesis, fully internal, Universiteit van Amsterdam].
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