A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps von Cui, Zhenyu, Lars Kirkby, J., Nguyen, Duy

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A general framework for time-changed Markov processes and applications von Cui, Zhenyu, Lars Kirkby, J., Nguyen, Duy

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Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation von Kirkby, J. Lars

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Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models von Kirkby, J. Lars, Nguyen, Duy

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A history of TOPMODEL von Beven, Keith J., Kirkby, Mike J., Freer, Jim E., Lamb, Rob

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A data-driven framework for consistent financial valuation and risk measurement von Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy

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Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps von Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy

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Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations von Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy

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Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging von Kirkby, J. Lars, Nguyen, Duy

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A unified approach to Bermudan and barrier options under stochastic volatility models with jumps von Kirkby, J. Lars, Nguyen, Duy, Cui, Zhenyu

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An analysis of dollar cost averaging and market timing investment strategies von Kirkby, J. Lars, Mitra, Sovan, Nguyen, Duy

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Hi-C implementation of genome structure for in silico models of radiation-induced DNA damage von Ingram, Samuel P., Henthorn, Nicholas T., Warmenhoven, John W., Kirkby, Norman F., Mackay, Ranald, Kirkby, Karen J., Merchant, Michael J.

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Robust barrier option pricing by frame projection under exponential Lévy dynamics von Kirkby, J. Lars

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The importance of surface controls on overland flow connectivity in semi-arid environments: results from a numerical experimental approach von Reaney, S. M., Bracken, L. J., Kirkby, M. J.

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An Efficient Transform Method for Asian Option Pricing von Kirkby, J. Lars

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Self-reported sex differences in high-functioning adults with autism: a meta-analysis von Moseley, R L, Hitchiner, R, Kirkby, J A

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Evaluating very high energy electron RBE from nanodosimetric pBR322 plasmid DNA damage von Small, K. L., Henthorn, N. T., Angal-Kalinin, D., Chadwick, A. L., Santina, E., Aitkenhead, A., Kirkby, K. J., Smith, R. J., Surman, M., Jones, J., Farabolini, W., Corsini, R., Gamba, D., Gilardi, A., Merchant, M. J., Jones, R. M.

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Clinically relevant nanodosimetric simulation of DNA damage complexity from photons and protons von Henthorn, N T, Warmenhoven, J W, Sotiropoulos, M, Aitkenhead, A H, Smith, E A K, Ingram, S P, Kirkby, N F, Chadwick, A L, Burnet, N G, Mackay, R I, Kirkby, K J, Merchant, M J

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Nature and severity of lung function abnormalities in extremely pre-term children at 11 years of age von Lum, S, Kirkby, J, Welsh, L, Marlow, N, Hennessy, E, Stocks, J

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Gully processes and gully dynamics von Kirkby, M. J., Bracken, L. J.

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