├── .gitignore ├── LICENSE ├── README.md └── ipynb ├── AntonovEtAl-2012-SSRN-SABR.ipynb ├── Baldeaux2012-Sv32-ExactMC.ipynb ├── BallRoma1994-JFQA-Heston.ipynb ├── BaroneAdesiEtAl2005-CSDA-GarchUncorr.ipynb ├── BernardCui2014-DiscreteVarianceSwap.ipynb ├── Choi2023-Talk-Bloomberg.ipynb ├── ChoiChen2022-JDQS-RiskParity.ipynb ├── ChoiEtAl2019-Fut-NSVh.ipynb ├── ChoiEtAl2022-Fut-BachelierModel.ipynb ├── ChoiHuhSu2024-Tighter-BSIV-Bounds.ipynb ├── ChoiSeo2023-SabrNorm-GaussQuad.ipynb ├── ChoiWu2021-JEDC-SABR-CEV.ipynb ├── ChoiWu2021-QF-NoteOnMassZero.ipynb ├── ChoudhuryLucantoni1996-OR-MGFtoMoments.ipynb ├── KrekelEtAl2004-Wilmott-BasketOption.ipynb ├── KrekelEtAl2004-Wilmott-BasketOption.xlsx ├── SchobelZhu1999-RF-OUSV.ipynb └── WuMaWang2012-EconModel-GarchFFT.ipynb /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PyFE/PyfengForPapers/HEAD/.gitignore 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