Roger Lee
发表
P. Carr,
Roger Lee,
2008
.
Roger Lee,
2004
.
Roger Lee,
Ruming Wang,
2015
.
Roger Lee,
2000
.
Roger Lee,
P. Friz,
S. Benaim,
2012
.
Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations
Roger Lee,
Dan Wang,
2012
.
Roger Lee,
Roger Lee,
2005
.
P. Carr,
Roger Lee,
2013,
Finance and Stochastics.
P. Carr,
Liuren Wu,
Roger Lee,
2011,
Finance and Stochastics.
Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations
Roger Lee,
Dan Wang,
2009,
Annals of Finance.
Roger Lee,
2021
.
Antoine Jacquier,
Roger Lee,
Martin Forde,
2012,
SIAM J. Financial Math..
Matthew Lorig,
Roger Lee,
Peter Carr,
2017,
SIAM J. Financial Math..
Roger Lee,
Peter Carr,
P. Carr,
2009
.
Matthias R. Fengler,
E. Sachs,
E. Benhamou,
2012
.
P. Carr,
Roger Lee,
2009
.
P. Carr,
Roger Lee,
2010,
Finance Stochastics.
Kun Gao,
Roger Lee,
Roger Lee,
2011,
Finance Stochastics.
Roger Lee,
Peter Carr,
P. Carr,
2007
.
Roger Lee,
2010
.
Roger Lee,
2010
.
Roger Lee,
Peter Carr,
Liuren Wu,
2012,
Finance Stochastics.