1、《A Refinement to Aı¨t-Sahalia’s(2002) ‘‘Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach’’》Gurdip Bakshi，Nengjiu Ju

2、《Maximum likelihood estimation of time-inhomogeneous diffusions 》Alexei V. Egorova, Haitao Li b and Yuewu Xu

3、《Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations》