John C. Lee

From MaRDI portal
(Redirected from Person:729432)



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!

PublicationDate of PublicationType
Alternative methods to derive option pricing models: review and comparison
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
2020-12-09Paper
Implied variance estimates for Black-Scholes and CEV OPM: review and comparison
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
2020-12-09Paper
Financial econometrics, mathematics, and statistics. Theory, method, and application2019-04-10Paper
A time-dependent neutron transport method of characteristics formulation with time derivative propagation
Journal of Computational Physics
2016-12-20Paper
Statistics for business and financial economics2012-11-15Paper
Color image segmentation and parameter estimation in a markovian framework
Pattern Recognition Letters
2003-02-20Paper
scientific article; zbMATH DE number 919663 (Why is no real title available?)1996-10-21Paper


Research outcomes over time


This page was built for person: John C. Lee