Directory listing for /elkaroui-wiki/repo/SM_AND_DITM_AND_ICM/Bibliographic references (frequently updated)-20251115/

• 1987_Nelson-ParsimoniousModelingYield-1987.pdf
• 1994_Svensson_w4871.pdf
• barcelona2003.pdf
• blackscholes73.pdf
• BreedenLitzenberger78_PricesStateContingentClaimsImplicitOptionPrices.pdf
• Carr-Madan-FFTjcf98.pdf
• CoursLjubljanaOptionsAmericainesLAMBERTON_2009.pdf
• DeaPoly_NEKpolydea04.pdf
• DisplacedDiffusionRubinstein83.pdf
• GJ - NoArbSVI_2013.pdf
• Gyongy_PTRFMarginalIto86.pdf
• Heath-Jarrow-Morton_1992.pdf
• LesOutilsStochastiquesDesMarchesFinanciers_ElKarouiGobet2011_versionWEB.pdf
• LewisSimpleFFT01.pdf
• Lipton_VolSmileProblem_2002.pdf
• Merton_JournFinEconomics76.pdf
• PiterbargMarkovProjection2006.pdf
• PricingWithASmile_Risk94.pdf
• robustess_bs_mf.pdf
• SchachermayerTeichmann_MF08.pdf
• SmileCalibrationProblemSolved_SSRN-id1885032.pdf
• TradingVolatilityStrat02.pdf