Justin Lars Kirkby

Available identifiers

zbMath Open kirkby.justin-larsMaRDI QIDQ5377185

List of research outcomes

Publication	Date of Publication	Type
The bilateral Gamma motion: calibration and option pricing	2024-11-26	Paper
An efficient method to simulate diffusion bridges	2024-07-31	Paper
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees	2023-07-12	Paper
Closed-form option pricing for exponential Lévy models: a residue approach	2023-06-20	Paper
Maximum Likelihood Estimation of Diffusions by Continuous Time Markov Chain	2021-08-28	Paper
Static hedging and pricing of exotic options with payoff frames	2019-05-23	Paper

Research outcomes over time

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