Roger Lee
From MaRDI portal
Person:3523561
Available identifiers
zbMath Open lee.roger-wMaRDI QIDQ3523561
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations | 2014-11-12 | Paper |
| Asymptotics of implied volatility to arbitrary order | 2014-11-07 | Paper |
| IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY | 2008-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4672379 | 2005-04-29 | Paper |
Research outcomes over time
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