Articles & Programs

• List of Published Articles (with references)
• Computer Programs / Packages

Books & Lecture Notes

• Books, Book Chapters, Lecture Notes, …

Preprints / Technical Reports

• Mean Field Games / Mean Field Control
• Financial Engineering / Mathematics
• Stochastic Analysis
• Signal Processing
• Image Analysis

Short Courses (Slides)

• Mean Field Games, High Frequency Market Models, Energy / Commodities

Programs

• Spectra, OUsim, safd for S-Plus
• Swave for UNIX, Swave for Windows
• R library Rsafd

Miscellaneous

• Magazine articles
  • Financial Mathematics Conference, Commodity Markets, Credit Crisis, Applied Mathematics for Financial Applications
• Energy / Commodity Bibliography (with personal comments)