Bayesian analysis of contingent claim model error

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Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (2009, background): “In empirical literature examples of statisticalmodeling of the errors include, among others, Jacquier and Jarrow [13] and Bakshi et al.”
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004, methodology): “Building on work for general state space models in Carlin, Polson, and Stoffer (1992), Jacquier et al. (1994) pioneered a method for estimating discrete time stochastic volatility models from returns data.”