• “The Econometrics of Option Pricing”, (with Eric Ghysels and Eric Renault), forthcoming in Handbook of Financial Econometrics, Yacine Aït-Sahalia and Lars Peter Hansen eds, Elsevier-North Holland, Amsterdam.

• “Latent Variable Models for Stochastic Discount Factors”, (with E. Renault), Handbooks in Mathematical Finance: Topics in Option Pricing, Interest Rates and Risk Management, J. Cvitanic, E. Jouini and M. Musiela eds., Cambridge University Press, 2001.