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	Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility 期刊论文 Stochastics,2022, 卷号: 94, 期号: 5, 页码: 745-788 作者: Das, Kaustav; Langrené, Nicolas 收藏 \| 浏览/下载：17/0 \| 提交时间：2022/08/29 41A58 65C20 91G60 closed-form approximation closed-form expansion GARCH Heston Stochastic volatility
	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