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Dr Jia Wei Lim

Dr Jia Wei Lim
Lecturer

Summary

Lecturer in Financial Mathematics

Qualifications

PhD Statistics (London School of Economics)

Newest selected publications

Dassios, A., Wei Lim, J. and Qu, Y. (2020) 'Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds'. Mathematical Finance, 30 (4). pp. 1497 - 1526. ISSN: 0960-1627 Open Access Link

Journal article

Wei Lim, J., Dassios, A. and Qu, Y. (2019) 'Exact Simulation of Truncated Levy Subordinator'. ACM Transactions on Modeling and Computer Simulation. ISSN: 1049-3301 Open Access Link

Journal article

Wei Lim, J., Dassios, A. and Qu, Y. (2019) 'Exact simulation of generalised Vervaat perpetuities'. Journal of Applied Probability, 56 (1). pp. 57 - 75. ISSN: 0021-9002 Open Access Link

Journal article

Dassios, A. and Lim, JW. (2019) 'A variation of the Azéma martingale and drawdown options'. Mathematical Finance, 29 (4). pp. 116 - 1130. ISSN: 0960-1627 Open Access Link

Journal article

Dassios, A. and Lim, JW. (2018) 'Recursive formula for the double-barrier Parisian stopping time'. Journal of Applied Probability, 55 (1). pp. 282 - 301. ISSN: 0021-9002 Open Access Link

Journal article
More publications(8)