Y. A¨?ta¨?t-sahalia and R. Kimmel, Maximum likelihood estimation of stochastic volatility models, Journal of Financial Economics, vol.83, issue.2, pp.413-452, 2007.
DOI : 10.1016/j.jfineco.2005.10.006

R. Azencott and Y. Gadhyan, Accurate parameter estimation for coupled stochastic dynamics

M. Barczy and G. Pap, Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations, Statistics, vol.14, issue.2, pp.389-417, 2016.
DOI : 10.1214/009117905000000747

B. Alaya, M. Kebaier, and A. , Asymptotic Behavior of The Maximum Likelihood Estimator For Ergodic and Nonergodic Square-Root Diffusions, Stochastic Analysis and Applications, 2013.

J. C. Cox, J. Ingersoll, J. E. , R. , and S. A. , A Theory of the Term Structure of Interest Rates, Econometrica, vol.53, issue.2, pp.385-407, 1985.
DOI : 10.2307/1911242

A. Dembo and O. Zeitouni, Large deviations techniques and applications, Applications of Mathematics, vol.38, 1998.

M. Du-roy-de-chaumaray, Large deviations for the squared radial Ornstein-Uhlenbeck process, Theory of Probability and its Applications, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01026307

W. Feller, Two singular diffusion problems, Ann. of Math, issue.2, pp.54-173, 1951.
DOI : 10.1007/978-3-319-16856-2_9

E. Fournié and D. Talay, Application de la statistique des diffusionsàdiffusionsà un modèle de taux d'intérêt, Finance, vol.12, 1991.

F. Gao and H. Jiang, Moderate deviations for squared radial Ornstein???Uhlenbeck process, Statistics & Probability Letters, vol.79, issue.11, pp.1378-1386, 2009.
DOI : 10.1016/j.spl.2009.02.011

J. Gatheral, The Volatility Surface: A Practitioner's Guide, 2006.
DOI : 10.1002/9781119202073

I. S. Gradshteyn, R. , and I. M. , Table of integrals, series, and products, 1980.

S. L. Heston, A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options, Review of Financial Studies, vol.6, issue.2, pp.327-343, 1993.
DOI : 10.1016/0304-405X(87)90009-2

Y. A. Kutoyants, Statistical inference for ergodic diffusion processes, 2004.
DOI : 10.1007/978-1-4471-3866-2

D. Lamberton and B. Lapeyre, Introduction au calcul stochastique appliquéappliquéà la finance, 1997.

R. Lee, Option pricing by transform methods: extensions, unification and error control, The Journal of Computational Finance, vol.7, issue.3, pp.51-86
DOI : 10.21314/JCF.2004.121
URL : https://www.einstitutional.com/geodesicweb/papers/Option_pricing_names.pdf

A. L. Lewis, Option valuation under stochastic volatility, 2000.

L. Overbeck, Estimation for Continuous Branching Processes, Scandinavian Journal of Statistics, vol.25, issue.1, 1998.
DOI : 10.1111/1467-9469.00092

E. Stein and J. Stein, Stock Price Distributions with Stochastic Volatility: An Analytic Approach, Review of Financial Studies, vol.76, issue.4, pp.727-752, 1991.
DOI : 10.1016/0304-405X(87)90009-2

M. Zani, Large deviations for squared radial OrnsteinUhlenbeck processes, Stochastic Processes and their Applications, pp.25-42, 2002.
DOI : 10.1016/s0304-4149(02)00156-4
URL : https://doi.org/10.1016/s0304-4149(02)00156-4