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	Joint Modelling of Survival and Longitudinal Data with Informative Observation Times 期刊论文 Scandinavian Journal of Statistics,2018, 卷号: 45, 期号: 3, 页码: 571-589 作者: Dai, Hongsheng; Pan, Jianxin 收藏 \| 浏览/下载：11/0 \| 提交时间：2021/08/16 Cox model informative observation times log-normal distribution longitudinal data multistate models
	Hedging barrier options through a log-normal local stochastic volatility model 会议论文 Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017 作者: Ning，Wei; Lee，G.; Langrene，N. 收藏 \| 浏览/下载：11/0 \| 提交时间：2022/08/29 Barrier option Black-Scholes model Delta-Gamma hedging Hedging performance Log-Normal Local Stochastic Volatility model
	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：8/0 \| 提交时间：2022/08/29 dynamic SABR inverse gamma log-normal mean-reverting SABR option pricing Stochastic volatility volatility expansion