BibTeX, biblatex and biber ⇒ Problem using Bibtex

[bazman]

Hi when
I try the following code:

Code: Select all

\documentclass{article} % Your input file must contain these two lines
\usepackage{natbib}
\begin{document} % plus the \end{document} command at the end.
\section{Simple Text} % This command makes a section title.
Words are separated by one or more spaces. Paragraphs are separated by
one or more blank lines. The output is not affected by adding extra
spaces or extra blank lines to the input file.
Double quotes are typed like this: ``quoted text''.
Single quotes are typed like this: `single-quoted text'.
Long dashes are typed as three dash characters---like this.
Emphasized text is typed like this: \emph{this is emphasized}.
Bold text is typed like this: \textbf{this is bold}.
\subsection{A Warning or Two} % This command makes a subsection title.
If you get too much space after a mid-sentence period---abbreviations
like etc.\ are the common culprits)---then type a backslash followed by
a space after the period, as in this sentence.
Remember, don't type the 10 special characters (such as dollar sign and
backslash) except as directed! The following seven are printed by
typing a backslash in front of them: \$ \& \# \% \_ \{ and \}.
The manual tells how to make other symbols.
\bibliographystyle{plainnat}
\bibliography{volsmile}
\end{document}

It outputs References followed by nothing.

In the output pane at the bottom it says:

I was expecting a `,' or a `}'---line 3volsmile.bib

It has the same error for every different line

What is going on?

here is the bib file:

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@article{
   Author = {Ayache, E., Henrotte, P., Nassar, S., and Wang, Xuewen},
   Title = {Can anyone solve the smile problem},
   Journal = {Wilmott magazine},
      Year = {2004} }




@misc{
BibTeX,
   Author = {Blacher, G.},
   Title = {A new approach for designing and calibreating stochastic volattility models for optimal delta-vega hedging of exotic options},
         Year = {2001} }




@article{
Breeden 1,
   Author = {Breeden, D., and R. Litzenberger},
   Title = {Prices of state-contingent claims implicit in options prices},
   Journal = {Journal of Business},
   Number = {51},
   Pages = {621-651},
      Year = {1978} }




@article{
   Author = {Derman, E.},
   Title = {Regimes of Volatility},
   Journal = {Risk},
      Year = {1999} }




@misc{
BibTeX,
   Author = {Derman, E. and Kani, I.},
   Title = {The Volatility Smile and its Implied Tree},
   Publisher = {Goldman Sachs},
         Year = {1994} }




@article{
   Author = {Dumas, B., J. Fleming, and R.E. Whaley},
   Title = {Implied volatility functions: Empirical test},
   Journal = {The Journal of Finance},
   Number = {53},
      Year = {1998} }




@article{
   Author = {Dupire, B.},
   Title = {Pricing with a Smile},
   Journal = {Risk},
   Number = {7},
   Pages = {18-20},
      Year = {1994} }




@article{
   Author = {Elie Ayache, Philippe Henrotte, Sonia Nassar and Xuewen Wang},
   Title = {Can Anyone Solve the Smile Problem},
   Journal = {Wilmott magazine},
   Number = {January},
   Pages = {78-96},
      Year = {2004} }




@book{
   Author = {Gatheral, Jim},
   Title = {The Volatility Surface ( A practitioner's Guide)},
   Publisher = {Wiley Finance},
      Year = {2006} }




@article{
   Author = {Hagan, Patrick s., Deep Kumar, Andrew S. Lesniewski, and Diana E. Woodward.},
   Title = {Managing smile risk},
   Journal = {Wilmott magazine},
   Pages = {84-108},
      Year = {2002} }




@article{
   Author = {Henrotte, P.},
   Title = {The case for time homogeneity},
   Journal = {Wilmott magazine},
      Year = {2004} }




@article{
   Author = {Heston, S.},
   Title = {A closed-form solution for options with stochastic volatility, with application to bond and currency options.},
   Journal = {Review of Financial Studies},
   Number = {6},
   Pages = {327-343},
      Year = {1993} }




@article{
   Author = {Hull, J. and White, A.},
   Title = {An analysis of the bias in option pricing caused by a stochastic volatility},
   Journal = {Advances in Futures and Options Research},
   Number = {3},
   Pages = {29-61},
      Year = {1988} }




@book{
   Author = {Javaheri, Alireza},
   Title = {Inside Volatility Arbitrage (the secrets of skewness)
},
   Publisher = {Wiley Finance},
      Year = {2005} }




@book{
   Author = {Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar},
   Title = {Derivatives in Financial Markets with Stochastic Volatility},
   Publisher = {Cambridge},
      Year = {2000} }




@article{
   Author = {Lipton, A., and McGhee, W.},
   Title = {An efficient implementation of the universal volatility model},
   Journal = {Risk},
      Year = {2002} }




@article{
   Author = {Lipton, Alexander},
   Title = {The vol smile problem},
   Journal = {Risk},
   Number = {February},
   Pages = {61-65},
      Year = {2002} }




@article{
   Author = {Merton, R.},
   Title = {Options pricing when the underlying stock returns are discontinuous},
   Journal = {Journal of Financial Economics},
   Volume = {3 },
   Number = {1},
      Year = {1996} }




@misc{
BibTeX,
   Author = {Piterbarg, V.},
   Title = {Mixture of models: a perfect recipe for a...hangover?},
   Publisher = {Bank of America},
   Month = {July},
         Year = {2003} }

[localghost]

Looking at your database file I see that most of the entries don't have a key for citation. You have to give a unique key for every single entry. This could look like the following example.

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@article{AHNW2004,
  Author = {Ayache, E. and Henrotte, P. and Nassar, S. and Wang, Xuewen},
  Title = {Can anyone solve the smile problem},
  Journal = {Wilmott magazine},
  Year = {2004}
}
@misc{blacher2001,
  Author = {Blacher, G.},
  Title = {A new approach for designing and calibreating stochastic volattility models for optimal delta-vega hedging of exotic options},
  Year = {2001}
}

Modify your database according to these suggestions and try again. In case of further problems, feel free to ask.


Best regards
Thorsten

[gmedina]

Hi,

in addition to the remark by localghost, you are not citing any item in your document (for this purpose you can use \cite{key} for a particular item or \nocite{*} if you want all the items to be listed in the "References" section without being explicitly cited in the document).

[bazman]

Hi there,

How can I add the key for citation?

I will need to cite the papers

Baz

[gmedina]

Simply edit the .bib file following the example given by localghost.

[bazman]

Simply edit the .bib file following the example given by localghost.

OK I made the changes + took at the BibTex extries that seemed to be causing a problem.

It's still not displaying though:

It just says on the output pane:
Database file #1: "volsmile.bib"
(There was one error message)

Code: Select all


@article{Ayache2004a,
   Author = {Ayache, E., Henrotte, P., Nassar, S., and Wang, Xuewen},
   Title = {Can anyone solve the smile problem},
   Journal = {Wilmott magazine},
      Year = {2004} }




@misc{Blacher2001,
   Author = {Blacher, G.},
   Title = {A new approach for designing and calibreating stochastic volattility models for optimal delta-vega hedging of exotic options},
         Year = {2001} }




@article{
Breeden1978,
   Author = {Breeden, D., and R. Litzenberger},
   Title = {Prices of state-contingent claims implicit in options prices},
   Journal = {Journal of Business},
   Number = {51},
   Pages = {621-651},
      Year = {1978} }




@article{Derman1999,
   Author = {Derman, E.},
   Title = {Regimes of Volatility},
   Journal = {Risk},
      Year = {1999} }




@misc{Derman1994,
   Author = {Derman, E. and Kani, I.},
   Title = {The Volatility Smile and its Implied Tree},
   Publisher = {Goldman Sachs},
         Year = {1994} }




@article{Dumas1998,
   Author = {Dumas, B., J. Fleming, and R.E. Whaley},
   Title = {Implied volatility functions: Empirical test},
   Journal = {The Journal of Finance},
   Number = {53},
      Year = {1998} }




@article{Dupire1994,
   Author = {Dupire, B.},
   Title = {Pricing with a Smile},
   Journal = {Risk},
   Number = {7},
   Pages = {18-20},
      Year = {1994} }




@article{Ayache2004b,
   Author = {Elie Ayache, Philippe Henrotte, Sonia Nassar and Xuewen Wang},
   Title = {Can Anyone Solve the Smile Problem},
   Journal = {Wilmott magazine},
   Number = {January},
   Pages = {78-96},
      Year = {2004} }




@book{Gatheral2006,
   Author = {Gatheral, Jim},
   Title = {The Volatility Surface ( A practitioner's Guide)},
   Publisher = {Wiley Finance},
      Year = {2006} }




@article{Hagan2002,
   Author = {Hagan, Patrick s., Deep Kumar, Andrew S. Lesniewski, and Diana E. Woodward.},
   Title = {Managing smile risk},
   Journal = {Wilmott magazine},
   Pages = {84-108},
      Year = {2002} }




@article{Henrotte2004,
   Author = {Henrotte, P.},
   Title = {The case for time homogeneity},
   Journal = {Wilmott magazine},
      Year = {2004} }




@article{Heston1993,
   Author = {Heston, S.},
   Title = {A closed-form solution for options with stochastic volatility, with application to bond and currency options.},
   Journal = {Review of Financial Studies},
   Number = {6},
   Pages = {327-343},
      Year = {1993} }




@article{Hull1988,
   Author = {Hull, J. and White, A.},
   Title = {An analysis of the bias in option pricing caused by a stochastic volatility},
   Journal = {Advances in Futures and Options Research},
   Number = {3},
   Pages = {29-61},
      Year = {1988} }




@book{Alireza2005,
   Author = {Javaheri, Alireza},
   Title = {Inside Volatility Arbitrage (the secrets of skewness)
},
   Publisher = {Wiley Finance},
      Year = {2005} }




@book{Foque2000,
   Author = {Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar},
   Title = {Derivatives in Financial Markets with Stochastic Volatility},
   Publisher = {Cambridge},
      Year = {2000} }




@article{Lipton2002a,
   Author = {Lipton, A., and McGhee, W.},
   Title = {An efficient implementation of the universal volatility model},
   Journal = {Risk},
      Year = {2002} }




@article{Lipton2002b,
   Author = {Lipton, Alexander},
   Title = {The vol smile problem},
   Journal = {Risk},
   Number = {February},
   Pages = {61-65},
      Year = {2002} }




@article{Merton1996,
   Author = {Merton, R.},
   Title = {Options pricing when the underlying stock returns are discontinuous},
   Journal = {Journal of Financial Economics},
   Volume = {3 },
   Number = {1},
      Year = {1996} }




@misc{Piterberg2003,
   Author = {Piterbarg, V.},
   Title = {Mixture of models: a perfect recipe for a...hangover?},
   Publisher = {Bank of America},
   Month = {July},
         Year = {2003} }

[gmedina]

Did you also followed my previous suggestion about using the \cite{key} or the \nocite{*} commands in your document?

[localghost]

Remove the strange characters right before the first database entry.

[bazman]

OK think I am finally getting there thanks to you both!

I changed the code like this.

Code: Select all

\documentclass{article} % Your input file must contain these two lines
\usepackage{natbib}
\usepackage{amsmath}
\usepackage{amsfonts}
\begin{document} % plus the \end{document} command at the end.
\section{LMM} % This command makes a section title.
Following the presentation in \nocite{*}.
A discrete set of default-free discount bonds are assumed to trade in the economy P_t^i. Spanning forward rates are denoted by.

\begin{align*}
Var(X_t) =\sigma{(\sigma^2 + \theta^2 \kappa) t} \\
\end{align*} 

 \emph{this is emphasized}.
Bold text is typed like this: \textbf{this is bold}.
\subsection{A Warning or Two} % This command makes a subsection title.
If you get too much space after a mid-sentence period---abbreviations
like etc.\ are the common culprits)---then type a backslash followed by
a space after the period, as in this sentence.
Remember, don't type the 10 special characters (such as dollar sign and
backslash) except as directed! The following seven are printed by
typing a backslash in front of them: \$ \& \# \% \_ \{ and \}.
The manual tells how to make other symbols.
\bibliographystyle{plainnat}
\bibliography{volsmile}
\end{document}

and it gave me the full bibliography

When I tried the other method

Code: Select all

\documentclass{article} % Your input file must contain these two lines
\usepackage{natbib}
\usepackage{amsmath}
\usepackage{amsfonts}
\begin{document} % plus the \end{document} command at the end.
\section{LMM} % This command makes a section title.
Following the presentation in \cite{Breeden1978}.
A discrete set of default-free discount bonds are assumed to trade in the economy P_t^i. Spanning forward rates are denoted by.

\begin{align*}
Var(X_t) =\sigma{(\sigma^2 + \theta^2 \kappa) t} \\
\end{align*} 

 \emph{this is emphasized}.
Bold text is typed like this: \textbf{this is bold}.
\subsection{A Warning or Two} % This command makes a subsection title.
If you get too much space after a mid-sentence period---abbreviations
like etc.\ are the common culprits)---then type a backslash followed by
a space after the period, as in this sentence.
Remember, don't type the 10 special characters (such as dollar sign and
backslash) except as directed! The following seven are printed by
typing a backslash in front of them: \$ \& \# \% \_ \{ and \}.
The manual tells how to make other symbols.
\bibliographystyle{plainnat}
\bibliography{volsmile}
\end{document}

It now shows Breeden and only Breeden in the references. But where I typed \cite{Breeden1978} is just shows a question mark on the document. What I would like to happen is that all the papers in the

I assume this method is for just referencing a subset of papers from a larger database?

In case thank you both so so much!!

Is it possible to have numbers assigned to each paper? Or is that somehitn I would have to do in Endnote?