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The VAR implementation handbook
Gregoriou, Greg N., (2009)
Simulation techniques in financial risk management
Chan, Ngai Hang, (2006)
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Rebonato, Riccardo, (2009)
Option pricing: past, present, future ; introduction
Hughston, Lane P., (1999)
Conditional Density Models for Asset Pricing
Filipović, Damir, (2010)
Pricing with variance gamma information
Hughston, Lane P., (2020)