Kevin Lu

Australian National University

Australia

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Articles (6)

Year:

2024

Year:

2023

Year:

2022

Year:

2022

Year:

2021

Year:

2020

Collaborators (3)

Tim Leung

Professor

University of Washington

UNITED STATES

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Simon Preston

University of Nottingham

UNITED KINGDOM

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Boris Buchmann

Senior Lecturer

Australian National University

AUSTRALIA

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Kevin Lu

Research Interests

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Contact this professor

Articles (6)

Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework

Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework

Approximate maximum likelihood estimation for one-dimensional diffusions observed on a fine grid

Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination

Necessity of weak subordination for some strongly subordinated Lévy processes

Self-decomposability of weak variance generalised gamma convolutions

Collaborators (3)

Tim Leung

Simon Preston

Boris Buchmann

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