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Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan, (2003)
Derivative Pricing for a Multi-Curve Extension of the Gaussian, Exponentially Quadratic Short Rate Model
Grbac, Zorana, (2016)
The Co-Terminal Swap Market Model with Bergomi Stochastic Volatility
Oya, Kenjiro, (2018)
The Squam Lake report : fixing the financial system
French, Kenneth Ronald, (2010)
Crash-testing the efficient market hypothesis
French, Kenneth Ronald, (1988)
A comparison of futures and forward prices
French, Kenneth R., (1983)