- Risk Latte collection of quant finance writing
- Repository of GS Quant Papers by Cole J Hudson
- Volquant Public Treasure Trove of Vol Papers and Resources by Harel Jacobson
The Price of Correlation Risk: Evidence from Equity Options (Link)
- Joost Driessen, Pascal J. Maenhout, Grigory Vilcov
- Recommended by @QuantVol
Variance Swaps by JPM Research
- Recommended by @QuantVol
- How To Use The Holes in Black Scholes by Fisher Black
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