About
Dr Jiawei Lim is a Lecturer in Financial Mathematics at the Department of Mathematics, College of Engineering, Design and Physical Sciences, Brunel University. His research focuses on financial mathematics, applied probability, and operations research, with specific interests in Parisian option pricing, excursion theory, and simulation of Levy processes.
Research Trends
His publications (2013–2020) emphasize stochastic modeling, martingale theory, and algorithmic solutions for financial derivatives. Key areas include Levy processes, Parisian options, and Brownian motion simulations.
Education
- PhD in Statistics from the London School of Economics
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