Yan Qu

PhD Student in Department of Statistics, LSE

Working Papers

Exact Simulation for a Class of Tempered Stable Distributions (with A.Dassios and H.Zhao), Manuscript.

Exact Simulation of Tempered Stable Ornstein-Uhlenbeck Processes: A Unified Approach (with A.Dassios and H.Zhao), Manuscript.

Self-exciting Jumps with Levy-driven Intensity (with A.Dassios and H.Zhao), Manuscript.

Exact Simulation of Gamma-driven OU Processes with Finite and In nite Activity Jumps (with A.Dassios and H.Zhao), Manuscript.

Gamma-Contagion (with A.Dassios and H.Zhao), Manuscript.

Presentation

London Graduate School in Mathematical Finance, London School of Economics and Political Science, London, 22 Mar 2016.

PhD Presentation Events, London School of Economics and Political Science, London, May 2016.