Justin Kirkby

发表的论文8 篇，按出版时间

1. 1
   Return to the barrier: option pricing and calibration in foreign exchange marketsJournal of Risk20251
2. 2
   The return barrier and return timer option with pricing under Lévy processesExpert Systems with Applications202310
3. 3
   Hybrid Equity Swap, Cap, and Floor Pricing Under Stochastic Interest by Markov Chain ApproximationEuropean Journal of Operational Research202215
4. 4
   A data-driven framework for consistent financial valuation and risk measurementEuropean Journal of Operational Research202028
5. 5
   Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models based on Markov Chain ApproximationsEuropean Journal of Operational Research202041
6. 6
   An Analysis of Dollar Cost Averaging and Market Timing Investment StrategiesEuropean Journal of Operational Research202021
7. 7
   A General Framework for Time-Changed Markov Processes and ApplicationsEuropean Journal of Operational Research201853
8. 8
   A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumpsEuropean Journal of Operational Research2017102