RSFAS
Research School of Finance, Actuarial Studies & Statistics
Position
Lecturer
Email
kevin.lu@anu.edu.au
Office
Room 4.08, CBE Bld (26C)
Research areas
Stochastic processes, probability theory, mathematical finance.
Biography
Kevin Lu's area of research is in stochastic processes, probability theory and its applications to mathematical finance. Focusing on Lévy processes, he has worked on the theory of multivariate subordinated Lévy processes, estimation for Lévy-driven Ornstein-Uhlenbeck processes, and their applications to pairs trading.
Kevin completed his PhD at the Australian National University. He was previously an Acting Instructor at the University of Washington.