Jia Wei Lim

RFID implementation and study

Jia Wei Lim, 2014 .

Exact simulation of generalised Vervaat perpetuities

Jia Wei Lim, Angelos Dassios, Yan Qu, 2019, Journal of Applied Probability.

Exact Simulation of a Truncated Lévy Subordinator

Yan Qu, Jia Wei Lim, Angelos Dassios, 2020, ACM Trans. Model. Comput. Simul..

Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time

Jia Wei Lim, Angelos Dassios, 2013, SIAM J. Financial Math..

A two-phase dynamic contagion model for COVID-19

University of Warwick, Yan Qu, Jia Wei Lim, 2020, Results in Physics.

Recursive formula for the double-barrier Parisian stopping time

Jia Wei Lim, Angelos Dassios, 2018, J. Appl. Probab..

An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion

Jia Wei Lim, Angelos Dassios, 2017 .