The following pages link to Kevin W. Lu (Q1715551):
Displaying 9 items.
- Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Necessity of weak subordination for some strongly subordinated Lévy processes (Q5014298) (← links)
- Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid (Q5043793) (← links)
- WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES (Q5244212) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)
- Better lower bounds for shortcut sets and additive spanners via an improved alternation product (Q6575212) (← links)
