Kevin W. Lu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Better lower bounds for shortcut sets and additive spanners via an improved alternation product	2024-07-19	Paper
Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework Applied Mathematical Finance	2024-04-23	Paper
Approximate maximum likelihood estimation for one-dimensional diffusions observed on a fine grid Scandinavian Journal of Statistics	2022-10-06	Paper
Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination Statistical Inference for Stochastic Processes	2022-06-01	Paper
Necessity of weak subordination for some strongly subordinated Lévy processes Journal of Applied Probability	2021-12-01	Paper
Distinct Distances with \ell_p Spaces	2020-10-11	Paper
Calibration for weak variance-alpha-gamma processes Methodology and Computing in Applied Probability	2020-05-04	Paper
Self-decomposability of weak variance generalised gamma convolutions Stochastic Processes and their Applications	2020-01-24	Paper
WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES Bulletin of the Australian Mathematical Society	2019-11-20	Paper
Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions Bernoulli	2019-01-28	Paper
Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions Bernoulli	2019-01-28	Paper

Research outcomes over time

This page was built for person: Kevin W. Lu