Grants per year
Personal profile
Biography
Teaching interests include actuarial education and mathematics of finance. Research interests include models of financial markets, risk management, numerical methods and optimization.
Project NeXT (New Experiences in Teaching) fellow.
Project NeXT (New Experiences in Teaching) fellow.
Education/Academic qualification
Worcester Polytechnic Inst
… → 1997
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Dive into the research topics where Lucy Kimball is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Grants
- 1 Finished
Scholarly Contributions
- 12 Article
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On The Numerical Aspects Of Optimal Option Hedging With Transaction Costs
Kimball, L., Josephy, N. & Steblovskaya, V., 2017, In: The International Journal of Theoretical and Applied Finance. 20, 1, p. 1750002 (22 pages)Research output: Contribution to journal › Article
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Optimal Hedging in an Extended Binomial Market under Transaction Costs
Steblovskaya, V., Josephy, N. H. & Kimball, L., 2015, In: Quantitative Finance. 16, 5, May 2016, p. 763-776Research output: Contribution to journal › Article
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Alternative Hedging in a Discrete Time Incomplete Market
Josephy, N. H., Kimball, L. & Steblovskaya, V., 2013, In: Journal of Risk.Research output: Contribution to journal › Article
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Optimal Hedging and Pricing of Equity-Linked Life Insurance Products in a Discrete Time Incomplete Market
Josephy, N. H., Kimball, L. & Steblovskaya, V., 2011, In: Journal of Probability and Statistics. 2011, p. 23 pagesResearch output: Contribution to journal › Article
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A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market
Josephy, N. H., Kimball, L. & Steblovskaya, V., 2008, In: Journal of Applied Mathematics and Stochastic Analysis. 2008Research output: Contribution to journal › Article
Professional Service
- 2 Professional Service
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Board of Advisors of a Company
Kimball, L. (Participant)
2012 → …Activity: Other › Professional Service
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