| Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions B Buchmann, KW Lu, DB Madan Bernoulli 25 (1), 742-770, 2019 | 28* | 2019 |
| Calibration for weak variance-alpha-gamma processes B Buchmann, KW Lu, DB Madan Methodology and Computing in Applied Probability 21, 1151-1164, 2019 | 10 | 2019 |
| Self-decomposability of weak variance generalised gamma convolutions B Buchmann, KW Lu, DB Madan Stochastic Processes and their Applications 130 (2), 630-655, 2020 | 9 | 2020 |
| Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination KW Lu Statistical Inference for Stochastic Processes, 1-32, 2021 | 3 | 2021 |
| Weak Subordination of Multivariate Lévy Processes KW Lu Australian National University, 2018 | 2 | 2018 |
| Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework T Leung, KW Lu arXiv preprint arXiv:2309.05512, 2023 | | 2023 |
| Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid KW Lu, PJ Paine, SP Preston, ATA Wood Scandinavian Journal of Statistics 49 (3), 1085-1114, 2022 | | 2022 |
| Necessity of weak subordination for some strongly subordinated Lévy processes B Buchmann, KW Lu Journal of Applied Probability 58 (4), 868-879, 2021 | | 2021 |
| Applications of Malliavin Calculus to Limit Theorems KW Lu The Australian National University, 2013 | | 2013 |
