Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Brownian excursions,
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 28-Mar-2018 | Recursive formula for the double-barrier Parisian stopping time | Dassios, A; Lim, JW |
| 28-Feb-2019 | A variation of the Azéma martingale and drawdown options | Dassios, A; Lim, JW |