References#
D.S. Silvia. Data Analysis: A Bayesian Tutorial. Oxford Science Publications, second edition, 2006.
A Clayton. Bernoulli's fallacy: Statistical illogic and the crisis of modern science. Columbia, 2021.
E.T. Jaynes. Probability Theory: The Logic of Science. Cambridge, 2003.
Rudolf Emil Kalman. A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1):35–45, 1960.
A. Einstein. Über die von der molekularkinetischen Theorie der Wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen. Annalen der Physik, 322(8):549–560, January 1905. doi:10.1002/andp.19053220806.
Robert Merton. Option pricing when underlying stock returns are discontinuous. Journal of Financial Economics, 3(1-2):125–144, 1976.
Rama Cont and Peter Tankov. Financial Modelling with Jump Processes. Chapman & Hall/CRC, 2004.