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	Switching to nonaffine stochastic volatility: A closed-form expansion for the inverse gamma model 期刊论文 International Journal of Theoretical and Applied Finance,2016, 卷号: 19, 期号: 5 作者: Langrené, Nicolas; Lee, Geoffrey; Zhu, Zili 收藏 \| 浏览/下载：7/0 \| 提交时间：2022/08/29 dynamic SABR inverse gamma log-normal mean-reverting SABR option pricing Stochastic volatility volatility expansion
	Choosing crop rotations under uncertainty: A multi-period dynamic portfolio optimization approach 会议论文 Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015 作者: Lee，Geoffrey; Bao，Chenming; Langrene，Nicolas; Zhu，Zili 收藏 \| 浏览/下载：7/0 \| 提交时间：2022/08/29 Approximate stochastic dynamic programming Crop rotation Least-squares Monte Carlo Portfolio optimization Rainfall