An Integrated Development Environment for Pattern Matching Programming. - Julien Guyon; Pierre-Etienne Moreau; Antoine Reilles (eTX, 2004)

Bounds for VIX futures given S&P 500 smiles. - Julien Guyon; Romain Menegaux; Marcel Nutz (Finance Stochastics, 2017)

Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures. - Beatrice Acciaio; Julien Guyon (SIAM J. Financial Math., 2020)

The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew. - Julien Guyon (SIAM J. Financial Math., 2022)