John Lau

Associate Professor, BSc MSc PhD Hong Kong

  • The University of Western Australia (M019), 35 Stirling Highway,

    6009 Perth

    Australia

  • 287 Citations
  • 7 h-Index
20062019
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Mathematics

Gamma Process
Jump-diffusion Model
Esscher Transform
Option Pricing
Pricing
Regime Switching
Random Measure
Markov Switching
Dirichlet Process
Random Probability Measure
Partition
Equivalent Martingale Measure
Jump
Unobserved Heterogeneity
Parametric Modeling
Bayesian Estimator
Model-based Clustering
Incomplete Markets
Right Censoring
Integrated Process
Transition Model
Stochastic Volatility Model
Proportional Hazards Model
Hazard Rate
Currency
Tilting
Clustering
Bayesian Model
Autoregressive Model
Loss Function
Poisson process
Numerical Algorithms
Biased
Baseline
Inverse Gaussian
American Options
Calculus
Stochastic Volatility
Regime-switching Model
Model
Time series
kernel
Bayesian Prediction
Dirichlet Process Prior
Gaussian Process
Finite Mixture Models
Valuation
Mixture Distribution
Exercise
Outlier Detection

Business & Economics

Pricing
Esscher transform
Jump
Option pricing
Gamma process
Jump-diffusion model
Modeling
Assets
Premium