Kirkby, J. Lars: search on Z-Library

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1

Static hedging and pricing of exotic options with payoff frames

Kirkby, Justin Lars, Deng, Shijie

Journal:

Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 773 KB

english, 2018

2

Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps

Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 590 KB

english, 2017

3

A General Valuation Framework for Stochastic Alpha Beta Rho and Stochastic Local Volatility Models

Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 642 KB

english, 2018

4

An analysis of dollar cost averaging and market timing investment strategies

J.Â Lars, Kirkby, Mitra, Sovan, Nguyen, Duy

Journal:

European Journal of Operational Research

Year:

2020

File:

PDF, 1.84 MB

2020

5

Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models

Kirkby, J. Lars, Nguyen, Duy

Journal:

Annals of Finance

Year:

2020

File:

PDF, 742 KB

2020

6

Cytomegalovirus-specific CD8+ T-cell responses are associated with arterial blood pressure in people living with HIV

Ballegaard, Vibe, Pedersen, Karin Kaereby, Brændstrup, Peter, Kirkby, Nikolai, Stryhn, Anette, Ryder, Lars P., Gerstoft, Jan, Nielsen, Susanne Dam, Landay, Alan

Journal:

Year:

2020

Language:

english

File:

PDF, 937 KB

english, 2020

7

A unified approach to Bermudan and Barrier options under stochastic volatility models with jumps

Kirkby, J.Lars, Nguyen, Duy, Cui, Zhenyu

Journal:

Journal of Economic Dynamics and Control

Year:

2017

Language:

english

File:

PDF, 1.72 MB

english, 2017

8

An Efficient Transform Method for Asian Option Pricing

Kirkby, J. Lars

Journal:

SIAM Journal on Financial Mathematics

Year:

2016

Language:

english

File:

PDF, 759 KB

english, 2016

9

SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION

LARS KIRKBY, J., DENG, SHI-JIE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2019

Language:

english

File:

PDF, 5.63 MB

english, 2019

10

A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions

Kirkby, J. Lars, Nguyen, Dang H., Nguyen, Duy

Journal:

Applied Mathematics and Computation

Year:

2020

File:

PDF, 836 KB

2020

11

Efficient Option Pricing by Frame Duality with the Fast Fourier Transform

Kirkby, J. Lars

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 405 KB

english, 2015

12

Integral Representation of Probability Density of Stochastic Volatility Models and Timer Options

Cui, Zhenyu, Kirkby, Justin Lars, Lian, Guanghua, Nguyen, Duy

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 442 KB

english, 2017

13

Receptor-ligand interactions measured by an improved spun column chromatography technique A high efficiency and high throughput size separation method

Soren Buus, Anette Stryhn, Kirsten Winther, Nikolai Kirkby, Lars Østergaard Pedersen

Journal:

Biochimica et Biophysica Acta (BBA) - General Subjects

Year:

1995

Language:

english

File:

PDF, 916 KB

english, 1995

14

INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS

CUI, ZHENYU, LARS KIRKBY, J., LIAN, GUANGHUA, NGUYEN, DUY

Journal:

International Journal of Theoretical and Applied Finance

Year:

2017

Language:

english

File:

PDF, 390 KB

english, 2017

15

Cytomegalovirus-specific T-cells are associated with immune senescence, but not with systemic inflammation, in people living with HIV

Ballegaard, Vibe, Brændstrup, Peter, Pedersen, Karin Kaereby, Kirkby, Nikolai, Stryhn, Anette, Ryder, Lars P., Gerstoft, Jan, Nielsen, Susanne Dam

Journal:

Scientific Reports

Year:

2018

Language:

english

File:

PDF, 3.10 MB

english, 2018

16

Hyaluronic Acid Assays: Turbidimetric or Enzyme-Based Immune Assay? A Method Comparison Study

Itenov, Theis S., Kirkby, Nikolai S., Bestle, Morten H., Nilsson, Anna C., Erlandsen, Erland J., Peters, Lars, Jensen, Jens-Ulrik

Journal:

Journal of Clinical Laboratory Analysis

Year:

2015

Language:

english

File:

PDF, 297 KB

english, 2015

17

Cytomegalovirus-Specific CD4+ T-cell Responses and CMV-IgG Levels are associated with Neurocognitive Impairment in People Living with HIV

Ballegaard, Vibe, Pedersen, Karin Kaereby, Pedersen, Maria, Brændstrup, Peter, Kirkby, Nikolai, Buus, Anette Stryhn, Ryder, Lars P., Gerstoft, Jan, Nielsen, Susanne Dam

Journal:

JAIDS Journal of Acquired Immune Deficiency Syndromes

Year:

2018

Language:

english

File:

PDF, 3.58 MB

english, 2018

18

Relating electrical resistivity to permeability using resistor networks

Kirkby, Alison, Heinson, Graham, Krieger, Lars

Journal:

ASEG Extended Abstracts

Year:

2016

File:

PDF, 1.33 MB

2016

19

Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations

Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy

Journal:

European Journal of Operational Research

Year:

2020

File:

PDF, 1.30 MB

2020

20

A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps

Cui, Zhenyu, Lars Kirkby, J., Nguyen, Duy

Journal:

European Journal of Operational Research

Year:

2017

Language:

english

File:

PDF, 1.12 MB

english, 2017

21

Relating permeability and electrical resistivity in fractures using random resistor network models

Kirkby, Alison, Heinson, Graham, Krieger, Lars

Journal:

Journal of Geophysical Research Solid Earth

Year:

2016

Language:

english

File:

PDF, 3.09 MB

english, 2016

22

A General Framework for Time-changed Markov Processes and Applications

Cui, Zhenyu, Lars Kirkby, J., Nguyen, Duy

Journal:

European Journal of Operational Research

Year:

2018

Language:

english

File:

PDF, 1.13 MB

english, 2018

23

Unexpectedly acidic nanoparticles formed in dimethylamine–ammonia–sulfuric-acid nucleation experiments at CLOUD

Lawler, Michael J., Winkler, Paul M., Kim, Jaeseok, Ahlm, Lars, Tröstl, Jasmin, Praplan, Arnaud P., Schobesberger, Siegfried, Kürten, Andreas, Kirkby, Jasper, Bianchi, Federico, Duplissy, Jonathan, Ha

Journal:

Atmospheric Chemistry and Physics

Year:

2016

Language:

english

File:

PDF, 1.54 MB

english, 2016

24

Pseudomonas aeruginosa biofilm aggravates skin inflammatory response in BALB/c mice in a novel chronic wound model

Trøstrup, Hannah, Thomsen, Kim, Christophersen, Lars J., Hougen, Hans P., Bjarnsholt, Thomas, Jensen, Peter Ø., Kirkby, Nikolai, Calum, Henrik, Høiby, Niels, Moser, Claus

Journal:

Wound Repair and Regeneration

Year:

2013

Language:

english

File:

PDF, 383 KB

english, 2013

25

Robust barrier option pricing by frame projection under exponential Lévy dynamics

Kirkby, J. Lars

Journal:

Applied Mathematical Finance

Year:

2017

Language:

english

File:

PDF, 4.02 MB

english, 2017

26

A data-driven framework for consistent financial valuation and risk measurement

Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy

Journal:

European Journal of Operational Research

Year:

2020

File:

PDF, 1.62 MB

2020

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