Geoffrey Lee

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Publications

Citations

108

H-Index

Active since

2009

Affiliations

Commonwealth Scientific and Industrial Research Organisation(Current)

Geoffrey Lee is an author at Commonwealth Scientific and Industrial Research Organisation specializing in economics, stochastic volatility, and option pricing models.

ORCID

Publications per year

2009–2016

Publications

Whose ICT Investment Matters to Economic Growth: Private or Public? The Malaysian Perspective

Mudiarasan Kuppusamy, Murali Raman, Geoffrey Lee · The Electronic Journal of Information Systems in Developing Countries · 2009 · 52 citations · Full text

Social Sciences, Economics, Information Technology +8

Calibrating and Pricing with a Stochastic-Local Volatility Model

Yu Tian, Zili Zhu, Geoffrey Lee et al. · The Journal of Derivatives · 2015 · 29 citations

Business, Economics, Finance +17

Review of water, crop production and system modelling approaches for food security studies in the Eastern Gangetic Plains

Mohammed Mainuddin, Geoffrey Lee, Zili Zhu et al. · CSIRO · 2013 · 14 citations · Full text

Agriculture, Agronomy, Water Resources Management +17

SWITCHING TO NONAFFINE STOCHASTIC VOLATILITY: A CLOSED-FORM EXPANSION FOR THE INVERSE GAMMA MODEL

Nicolas Langrené, Geoffrey Lee, Zili Zhu · International Journal of Theoretical and Applied Finance · 2016 · 13 citations · Full text

Business, Economics, Finance +17

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