| Author | Title | Journal |
| L. Carassus , E. Gobet, E. Temam | Closed Formulae for Super-Replication Prices withDiscrete Time Strategies | Proceedings of the “International Symposium on Stochastic Processes and Mathematical Finance” at Ritsumeikan University, Kusatsu, Japan, March 2006 |
| B. Bouchard, E. Temam | On the Hedging of American Options in Discrete Time Markets with Proportional Transaction Costs | Electronic Journal of Probability , 2005, 10, 746-760 |
| V. Bally, E. Temam | Empirical semi-groups and calibration | April 2003; 42 Pages |
| E. Temam | Analysis of error with Malliavin Calculus: application to hedging | Mathematical Finance, Vol.13(1), pp. 201-214 , January 2003 |
| E. Gobet, E. Temam | Discrete time hedging errors for options with irregular payoffs | Finance and Stochastics , Vol.5(3), pp. 357-367, July 2001 |
| B. Lapeyre, E. Temam | Competitive Monte Carlo methods for the pricing of Asian Options | Journal of Computational Finance, Vol.5(1), pp. 39-59, Fall 2001 |
| E. Temam | Pricing des options asiatiques | Article dans l'école CEA-EDF-INRIA; Mathématiques Financières: Modèles économiques et mathématique des produits dérivés |
| E. Temam | Couverture approchée d'options exotiques - Pricing des options asiatiques | PHD Thesis; Décembre 2001; 146 Pages |
