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Young Lee

Orcid: 0000-0003-0400-698X

Affiliations:
  • Harvard University, Cambridge, MA, USA


According to our database1, Young Lee authored at least 3 papers between 2013 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Online presence:

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Bibliography

2023
On the cumulant transforms for Hawkes processes.
[BibTeX]
[DOI]
Young Lee
,
Thorsten Rheinländer
J. Appl. Probab., June, 2023

2022
Exact simulation of extrinsic stress-release processes.
[BibTeX]
[DOI]
Young Lee
,
Patrick J. Laub
,
Thomas Taimre
,
Hongbiao Zhao
,
Jiancang Zhuang
J. Appl. Probab., 2022

2013
The Minimal Entropy Martingale Measure for Exponential Markov Chains.
[BibTeX]
[DOI]
Young Lee
,
Thorsten Rheinländer
J. Appl. Probab., 2013


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