1. Prices of State-Contingent Claims Implicit in Option Prices
2. Bivariate option pricing with copulas
3. P. Embrechts-, A. J. McNeil-, and D. Straumann, 1999 , "Correlation and Dependency in Risk Management: Properties and Pitfalls" , Department of Mathematik, ETHZ, Zurich, Working Paper.
4. J.-F. Jouanin-, G. Riboulet-, and T. Roncalli, "Modelling Dependence for Credit Derivatives with Copulas" , GRO, Credit Lyonnais, Paris, Working Paper.
5. On Default Correlation