Valuation of volatility derivatives as an inverse problem

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PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (2010, background): “DOI: 10.1111/j.1467-9965.2010.00447.x C© 2010 Wiley Periodicals, Inc. 627 2007) as well as Friz and Gatheral (2005) propose model-free valuation approaches based on a replicating portfolio of European options.”
Robust Replication of Volatility Derivatives (2008, methodology): “Alternatively, in contrast to this payoff replication approach, a different approach, by Friz-Gatheral [19], conducts distributional inference, using a finite set of pricing benchmarks, in conjunction with Tikhonov-style regularization.”
Options on realized variance by transform methods: a non-affine stochastic volatility model (2009, background): “( 1999 ), Carr and Madan ( 2002 ) and Friz and Gatheral ( 2005 ).”
Numerical solution of two asset jump diffusion models for option valuation (2008, methodology): “Recently this approach has been applied in practice to financial problems by Friz and Gatheral [ 22 ] and in theory by Jakobsen et. al. [24] (particularly Lemma 3.1).”