| Calibrating and Pricing with a Stochastic-Local Volatility Model Y Tian, Z Zhu, G Lee, F Klebaner, K Hamza Journal of Derivatives, 2014 | 47 | 2014 |
| Switching to nonaffine stochastic volatility: A closed-form expansion for the inverse gamma model N Langrené, G Lee, Z Zhu International Journal of Theoretical and Applied Finance 19 (05), 1650031, 2016 | 28 | 2016 |
| Review of water, crop production and system modelling approaches for food security studies in the Eastern Gangetic Plains M Kirby, MD Ahmad, P Poulton, Z Zhu, G Lee, M Mainuddin | 22 | 2013 |
| LETTER TO THE EDITOR: H (2p) excitation by 54.4 eV electrons PL Bartlett, AT Stelbovics, GM Lee, I Bray Journal of Physics B Atomic Molecular Physics 38, L95-L98, 2005 | 13* | 2005 |
| A Simulation-based Portfolio Optimization Approach with Least Squares Learning C Bao, G Lee, Z Zhu Proceedings of the World Congress on Engineering 2014, 2014 | 5 | 2014 |
| Coherence and linewidth of a continuously pumped atom laser at finite temperature GM Lee, SA Haine, AS Bradley, MJ Davis Physical Review A 92 (1), 013605, 2015 | 4 | 2015 |
| Monte Carlo Pricing Scheme for a Stochastic-Local Volatility Model G Lee, Y Tian, Z Zhu Proceedings of the World Congress on Engineering 2, 2014 | 4 | 2014 |
| Multi-period dynamic portfolio optimization through least squares learning C Bao, Z Zhu, N Langrené, G Lee IAENG TRANSACTIONS ON ENGINEERING SCIENCES: Special Issue for the …, 2015 | 3 | 2015 |
| Choosing crop rotations under uncertainty: a multi-period dynamic portfolio optimization approach G Lee, C Bao, N Langrene, Z Zhu 21st International Congress on Modelling and Simulation, 1084-1090, 2015 | 2 | 2015 |
| Pricing window barrier options with a hybrid stochastic-local volatility model Y Tian, Z Zhu, G Lee, T Lo, F Klebaner, K Hamza | 2 | 2014 |
| Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model G Lee, Z Zhu arXiv. org, 2016 | 1 | 2016 |
| Options on temporary water allocation rights and their pricing G Lee, W Dong, Z Zhu The Australian Journal of Agricultural and Resource Economics 68 (2), 335-348, 2024 | | 2024 |
| Challenges of Evolving Legacy Software in a Small Team B Owens, G Lee, Z Zhu, T Lo 2023 IEEE/ACM 45th International Conference on Software Engineering …, 2023 | | 2023 |
| Introducing two mixing fractions to a lognormal local-stochastic volatility model G Lee, B Owens, Z Zhu Journal of Computational Finance 24 (3), 41-58, 2020 | | 2020 |
| Introducing Two Mixing Fractions to a Lognormal Local-Stochastic Volatility Model G Lee, B Owens, Z Zhu Journal of Computational Finance 24 (3), 2020 | | 2020 |
| Hedging Barrier Options through a Log-Normal Local Stochastic Volatility Model W Ning, G Lee, N Langrene MODSIM2017, 770-776, 2017 | | 2017 |
| Using exotic option prices as control variates in Monte Carlo pricing under a local-stochastic volatility model G Lee, Z Zhu, Y Tian IAENG TRANSACTIONS ON ENGINEERING SCIENCES: Special Issue for the …, 2015 | | 2015 |
| FX Option Pricing with Stochastic-Local Volatility Model Z Zhu, OY Tian, G Lee, X Luo, B Owens, T Lo | | 2014 |
| Quantifying Outcomes in Agricultural Planning G Lee, Z Zhu, M Kirby MODSIM2013, 20th International Congress on Modelling and Simulation …, 2013 | | 2013 |
| Efficient numerical Monte Carlo sensitivity analysis B Taruvinga, G Lee, Z Zhu, D Zhu AU Patent App. 2,022,901,275, 2013 | | 2013 |
