| Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps Y Qu, A Dassios, H Zhao Journal of the Operational Research Society 72 (2), 471-484, 2021 | 22 | 2021 |
| Exact simulation of a truncated Lévy subordinator A Dassios, JW Lim, Y Qu ACM Transactions on Modeling and Computer Simulation (TOMACS) 30 (3), 1-17, 2020 | 19 | 2020 |
| Exact simulation of Ornstein-Uhlenbeck tempered stable processes Y Qu, A Dassios, H Zhao Journal of Applied Probability 58 (2), 347-371, 2021 | 17 | 2021 |
| A two-phase dynamic contagion model for Covid-19 Z Chen, A Dassios, V Kuan, JW Lim, Y Qu, B Surya, H Zhao Results in Physics, forthcoming, 2021 | 13 | 2021 |
| Exact simulation of generalised Vervaat perpetuities A Dassios, Y Qu, JW Lim Journal of Applied Probability 56 (1), 57-75, 2019 | 13 | 2019 |
| Exact simulation for a class of tempered stable and related distributions A Dassios, Y Qu, H Zhao ACM Transactions on Modeling and Computer Simulation (TOMACS) 28 (3), 1-21, 2018 | 8 | 2018 |
| Efficient simulation of Lévy-driven point processes Y Qu, A Dassios, H Zhao Advances in Applied Probability 51 (4), 927-966, 2019 | 7 | 2019 |
| Random variate generation for exponential and gamma tilted stable distributions Y Qu, A Dassios, H Zhao ACM Transactions on Modeling and Computer Simulation (TOMACS) 31 (4), 1-21, 2021 | 5 | 2021 |
| Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds A Dassios, JW Lim, Y Qu Mathematical Finance 30 (4), 1497-1526, 2020 | 5 | 2020 |
| Simulations on Lévy subordinators and Lévy driven contagion models Y Qu London School of Economics and Political Science, 2019 | 1 | 2019 |
Angelos DassiosLondon School of Economics and Political SciencePotvrđena adresa e-pošte na lse.ac.uk
