Kevin W. Lu | DeepAI

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Featured Co-authors

Boris Buchmann
1 publication
Dilip B. Madan
1 publication

research

∙ 11/30/2020

Calibration for Multivariate Lévy-Driven Ornstein-Uhlenbeck Processes with Applications to Weak Subordination

Consider a multivariate Lévy-driven Ornstein-Uhlenbeck process where the...

0 Kevin W. Lu, et al. ∙

research

∙ 01/26/2018

Parameter Estimation for Weak Variance-Alpha-Gamma Processes

The weak variance-alpha-gamma process is a multivariate Lévy process con...

0 Boris Buchmann, et al. ∙