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The Old Economy
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Option pricing theory
12
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12
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11
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11
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7
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6
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6
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6
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4
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4
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English
26
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Lee, Roger
49
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16
Leyshon, Andrew
9
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4
Aldridge, Theresa
3
Clark, Gordon L.
3
Gao, Kun
3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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Finance and stochastics
6
Finance and Stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Alternative economies and spaces : new perspectives for a sustainable economy
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Interrogating alterity : alternative economic and political spaces
1
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1
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1
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1
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1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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1
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ECONIS (ZBW)
24
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11
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10
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3
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1
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Spiders, bees or architects? : imagination and the radical immanence of alternatives/diversity for political-economic geographies
Lee, Roger
- In:
Interrogating alterity : alternative economic and …
,
(pp. 273-287)
.
2010
Persistent link: https://www.econbiz.de/10008797200
Saved in:
2
The possibilities of economic difference? : social relations of value, space and economic geographies
Lee, Roger
- In:
Alternative economies and spaces : new perspectives for …
,
(pp. 69-84)
.
2013
Persistent link: https://www.econbiz.de/10010386905
Saved in:
3
Economy and society in the EEC : spatial perspectives
Lee, Roger
(
ed.
)
-
1976
Persistent link: https://www.econbiz.de/10000581825
Saved in:
4
Robust replication of volatility and hybrid derivatives on jump diffusions
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Mathematical Finance
31
(
2021
)
4
,
pp. 1394-1422
Persistent link: https://www.econbiz.de/10012636235
Saved in:
5
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
6
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
7
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
8
Volatility derivatives
Carr, Peter
;
Lee, Roger
- In:
Annual review of financial economics
1
(
2009
),
pp. 319-339
Persistent link: https://www.econbiz.de/10003924502
Saved in:
9
Displaced lognormal volatility skews : analysis and applications to stochastic volatility simulations
Lee, Roger
;
Wang, Dan
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 159-181
Persistent link: https://www.econbiz.de/10009548134
Saved in:
10
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
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