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J

Justin Kirkby

university system of georgia

18H指数
93论文数
1.3K被引数
收录论文 9
发表时间
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Calibration and option pricing with stochastic volatility and double exponential jumps校准和期权定价：具有随机波动率及双指数跳跃
errJOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
IF2.6
err2025-09-01
err1
PREAI
errAgazzotti, Gaetano; Aguilar, Jean-Philippe; Rinella, Claudio Aglieri; Kirkby, Justin Lars
err分享
err收藏
The return barrier and return timer option with pricing under Levy processes
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2023-12-01
err2
PREAI
errKirkby, Justin Lars; Aguilar, Jean-Philippe
err分享
err收藏
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-03-01
err12
PREAI
errKirkby, J. Lars
err分享
err收藏
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-05-01
err26
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Duy Nguyen
err分享
err收藏
A data-driven framework for consistent financial valuation and risk measurement用于一致财务评估和风险度量的数据驱动框架
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-02-01
err18
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy
err分享
err收藏
A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2020-12-01
err17
PREAI
errKirkby, J. Lars; Nguyen, Dang H.; Duy Nguyen
err分享
err收藏
An analysis of dollar cost averaging and market timing investment strategies
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-11-01
err15
PREAI
errKirkby, J. Lars; Mitra, Sovan; Duy Nguyen
err分享
err收藏
A general framework for time-changed Markov processes and applications
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-03-01
err44
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Duy Nguyen
err分享
err收藏
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-10-01
err83
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy
err分享
err收藏

研究方向

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合作学者
合作期刊
Z
Zhenyu Cui
H 指数: 17 · 论文数: 207
D
Dang H. Nguyen
H 指数: 17 · 论文数: 84
D
Duy Nguyen
H 指数: 15 · 论文数: 115
S
Sovan Mitra
H 指数: 12 · 论文数: 50
J
Jean-Philippe Aguilar
H 指数: 8 · 论文数: 47
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