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 |